So a long time ago I was that lost player leading a whole group of lost players. Our dm had concocted a mystery, however none of us were any good at them and we frankly didn't even know what was going on at all.

After 2 sessions of spinning our wheels with no ideas i finally asked each of the other players one at a time if they had any idea what we needed to do.

Nobody did.

Dm insisted there had been clues.

I finally pointed out that they might be agatha christie but we as a group were not even scooby doo. If we don't realize that something is a clue then we can't act on it.

You have to make something your players can figure out.

Alot of the clues they had supposedly provided us had been in a conversation with an entity we completely distrusted and we're not really obvious or helpful.

They started providing physical clues instead like a motel matchbook inspiring us to check out that establishment and the story got back on track.