In The Scarlet Letter, one clue that may indicate that Rev. Arthur Dimmesdale is the father of Pearl is illustrated when Hester Prynne appears on the scaffold for the first time. She appears with the baby in her arms and the scarlet letter sewn on her dress. As the crowd gathers to taunt and gawk at Hester, Dimmesdale offers a passionate plea for her to not let the father of the baby go unpunished and to let the people know who also sinned. To a casual observer this scene may mean nothing but it's interesting why such a passionate plea is given in her defense, considering Puritan beliefs at the time.
Another clue linking Pearl to Dimmesdale is continued in chapters three and four. The discussion Dimmesdale has with the other town fathers over the Hester is interesting. While the town fathers want to force the identity of the father out of her, Dimmesdale objects to this action. He likens this action to a rape. It is not right to pry the information out of her in a forceful manner. Again, why would a town father go out of his way to protect or help a sinner in any way?
However, this behavior reinforces Dimmesdale's mixed nature: Dimmesdale does not speak in direct terms when talking to Hester. He offers mixed messages; encouraging her to act according to her own will but then to confess the father's name in the hope that the father's soul will be saved.
Chapters seven and eight lend the biggest clue that Dimmesdale is Pearl's father when at a meeting before the govern;or it is Dimmesdale Hester asks to speak for her and Pearl. He notes that Pearl is both a blessing and a curse and should stay with the mother. It is at this moment that Pearl takes a liking to Dimmesdale and seems to go to him by some hidden force. His hand touches Pearl's cheek, almost as a sign of acceptance or acknowledgement.