The Blue Carbuncle, a classic. I think one of the first clues is when the stranger accidentally broke the window, dropped the goose and ran away. Why would he not try to catch the goose? Remember, it was Christmas time and everyone needed a goose for the holiday meal. A second clue is when the guy didn't place an advertisement for the goose. A third is the hat or rather the condition of the hat. Fourth, remember the guy who Holmes knew was an alcoholic? That relates back to the hat. Fifth, the hat-securer, more importantly "foresight". Sixth, the stains and the ink. Seventh, the burning tallow. Eighth, walking up the stairs every night (a big clue). Remember the reward offered? That's another big clue. Lastly, remember the guy at the Hotel Cosmopolitan? Look at him closely when you re-read the story.