I would argue that the first clue we are given by Hemingway is when Jig and her partner begin to talk after their drinks are brought to them and Jig makes the comparison that gives the story its title. After making this comparison, the American says that he has never seen an elephant. Note the conversation that follows and how it obviously indicates that there is a simmering conflict brewing between these two characters:
"No, you wouldn't have."
"I might have," the man said. "Just because you say I wouldn't have doesn't prove anything."
The way in which the American argues against Jig over such a trivial issue that is actually rather meaningless suggests that there is obviously something much deeper going on. In addition, you might like to think about the way that Jig, after hearing this remark, immediately tries to change the topic, drawing his attention to the bead curtain rather than continuing the conversation. These two clues to me are the first indication that something is going on between this couple, and the dialogue and actions of the pair are used to signal this.