As a writer of mysteries, I have to drop clues into my books. But in any genre, authors often include clues deep inside stories that hint at certain plot points. It's not hard to add clues to a book. What's difficult is hiding them.
Elementary, My Dear Watson
I'm a lifelong fan of mysteries, which is where you're supposed to find the most clues in stories. I am not a fan of Sherlock Holmes, perhaps the most famous literary investigator of all time. Why? Because the author, Sir Arthur Conan Doyle, didn't leave clues. Holmes mysteries are invariably solved on the last page, when Holmes reveals all the keen observations he made throughout the story.
I always started shouting every time I finished. If I had been told about the muddy pants on page one, maybe I could be Sherlock Holmes, too. But that's not the way it was written...ever.
You need to give your audience clues, because half the fun is in guessing at what's coming, what's really going on, what's that person thinking and where is this all going. It's always fun to try and guess at the end, so give the audience clues that allow them to do just that.
It's okay to make them hard to find (nigh impossible, even). I like to add them in with dialogue. Have the characters mention a book or a movie, maybe a song or a place, that is really a clue. Bury the clue in a letter or a diary entry that also contains other information, or a long monologue with a lot to digest.
There are lots of ways to leave clues in your books. Use them, and keep readers guessing. They'll keep reading for the fun of seeing if they're right.