As I've been writing Nesting Instinct, I've been dealing with a problem that applies in a very specific way to mystery-style stories in a secondary world fantasy setting: how to worldbuild and give the reader the setting information that relates to the mystery without pointing big red arrows to the culprit.
It's easy to see why this would be an issue. If I tell you that the murder weapon was a bullet from a handgun, you instantly know a lot about the crime without me having to elaborate further. As one example, you know that handguns aren't hard to acquire, so you're looking for a different suspect than if the weapon was a sniper rifle or a trebuchet. I don't have to explain any of this.
On the other hand, say the victim was poisoned by a rare plant - we'll call it plotia devicia - that leaves red stains around the mouth. Obviously, you've never heard of it, so none of this common knowledge applies. I potentially have to explain how it kills (ingested, bloodstream, simple contact?), how long it takes, what the symptoms are, where it grows, and who can get their hands on it. If I only provide one or two of these pieces of information, then you know those are strictly relevant to whodunnit ... and in some cases, that's all right.
Another place where this is tricky is motive. If I tell you that a rich billionaire in our world is dead and his daughter is a major suspect, one possible motive immediately springs to mind: she wants her inheritance. On the other hand, if I tell you that the victim blasphemed against the god of war, I probably have to give you more context to explain why this would be motive for murder.
I've found at least two techniques that are useful for this. The first is mixing the key fact in with other information. To take the poison as an example, I would provide all (or nearly all) of the nitty-gritty details, making it less obvious that the key point is not where the plant can be obtained, but the fact that it only poisons if it enters the blood.
The second is providing the information out of context, in a part of the story where the reader isn't looking for a clue. For instance, let's say there's a romantic subplot in my story about the blasphemer, so I might have my character worry about her significant other's religious tendencies.
(A lot of television mystery shows seem to use the same technique in reverse: an unrelated conversation, usually with family or friends, gives the clue to the missing piece.)
There is a theme in both these strategies: they require more content than the strict bare bones of the mystery. Thus, they're difficult to pull off in short stories. Nesting Instinct is shaping up to be a novella, but I have successfully written shorter mysteries. Looking forward to attempting this in novel form ...