This answer is an addendum to my answer (#2) directly above.
In Chapter 5 of The Maltese Falcon there is an interesting exchange between Sam Spade and Joel Cairo, who has just retained the private detective to find the falcon. Spade asks:
“What sort of proof can you give me that your man is the owner?”
Spade is just fishing for information. He still knows virtually nothing about the statuette. Cairo replies:
“Very little, unfortunately. There is this, though: nobody else can give you any authentic evidence of ownership at all. And if you know as much about the affair as I suppose—or I should not be here—you know that the means by which it was taken from him shows that his right to it was more valid than anyone else’s—certainly more valid than Thursby’s.”
Cairo is referring to General Kemidov and thinks Spade knows about the Russian general and the theft of the falcon from him by Brigid O’Shaughnessy. But Spade keeps fishing. He asks:
“What about his daughter?”
Excitement opened Cairo’s eyes and mouth, turned his face red, made his voice shrill. “He is not the owner! … Is he here, in San Francisco, now?”
Cairo thinks Spade is referring to Caspar Gutman, who has a beautiful daughter. But Spade is guessing that Brigid (Miss Wonderly), might be representing a man who might be her father. Spade thinks she is too young to be acting as her own agent. This is partly true. She was acting as Gutman’s agent when she stole the falcon, but then decided to keep it for herself. Spade replies:
“It might be better all around if we put our cards on the table.”
But Cairo refuses to be drawn out any further.
This is very subtle dialogue. Spade shows his brains and experience as a police detective, using bits of information to obtain more information from suspects he is grilling. The writing also shows Dashiell Hammett’s brains and experience as a private detective employed for many years by Pinkerton’s, as well as his exceptional talent as a fiction writer.
In Brigid's initial interview with Sam Spade she tells him a completely fabricated story about how Floyd Thursby brought her underage sister to San Francisco and how she wants to get her back to New York before their "Papa" returns from a trip to Europe. Spade doesn't believe her story but, based on his experience as a cop, he knows there is a grain of truth in it. What Brigid really wants is to get the Maltese falcon away from Floyd Thursby and out of San Francisco, possibly to New York, before Caspar Gutman gets there from the Far East. Fabricated stories often have a correspondence to the truth in the same way that dreams contain hidden truths with one thing representing something else. The "sister" is the falcon. Floyd Thursby is the problem because Brigid (Miss Wonderly) doesn't want to share the falcon with him. Gutman corresponds to "Papa," who is capable of inflicting punishment, not only on Thursby but on anyone else who has possession of the falcon. In telling the false story, Brigid reveals her real motive, which is to get the falcon away from Thursby and flee with it before Gutman arrives--as she knows he is bound to do. The common denominator between the truth and the made-up story is that Brigid wants to get something away from Thursby. When she eventually kills Miles Archer in the alley, it is to get Thursby out of the way so that she can get the falcon and flee the city.
Why doesn't Spade believe her story? Probably it is a matter of instinct acquired through years of grilling crooked people and listening to lies. Psychologists have found that made-up dreams can be interpreted just like real dreams.
Sure. A fine question. Time and again things shift in Hammett's great novel, and one of the ways they shift is the gap between appearance and reality. One aspect of that gap is the relationship between surface and depth. That is to say, it's not always clear what level of a thing is real; do you trust the surface? Do you trust the deeper levels? Along with that, you have the question of how you access those deeper levels. Here are two specific examples. Sam Spade makes Brigid O’Shaughnessy strip down, so he can search her, getting forcible access to her "depth." This shows he doesn't really trust her, even if he loves her. Also, in the next to the last chapter, Gutman scratches the surface off the falcon, only to reveal not gold but worthless lead; the hidden depth is missing, showing that the crusade has been false or a mistake.