1590s, spelling variant of clew "a ball of thread or yarn," in this sense with reference to the one Theseus used as a guide out of the Labyrinth. The purely figurative sense of "that which points the way" is from 1620s. As something which a bewildered person does not have, by 1948.
"to inform someone of the important facts," usually with in, 1934, from clue (n.). Related: Clued; cluing. Earlier in now-obsolete sense of "follow or track by clues" (1660s). In nautical use, "to haul up (a sail) by means of the clue-lines," from clue (n.) in the "wound ball of yarn" sense.