The word 'clue' comes from the ball of thread that led Theseus out of a maze

'Clue' began as 'clew,' the Middle English word for a ball of thread or yarn. It took its modern sense from the Greek myth in which Ariadne gives Theseus a clew to unwind through the Labyrinth, so he could trace his way back out after killing the Minotaur inside.

— Douglas Harper, Online Etymology Dictionary — entry: 'clue'