What clues are given in the "The Red Headed League"?
The very oddness of the league is a clue in itself. Who would pay people to do this sort of tedious copying--and who would limit their request to those with red hair?
After that, Mr. Wilson's helper's habit of disappearing into the cellar, and the fact that he brought the league up, signal more generally that something is up. Combine that with the fact that Wilson had not heard of the league before, and you've got some oddity. The biggest clue, though, is that Wilson cannot leave during the period: they want him anchored in place.
Later, there are others--the shop's location, the assistant's knees--but early on, those are the main clues.