I find it helps to start with the crime. Figure out who did it, why they did it, and how they did it, keeping in mind that they most likely don't want to get caught.
Once you have that, you can figure out what other characters might have motive and/or opportunity to commit the crime, to be used as red herrings. You can also figure out what clues the criminal left behind. This is where you will need to be clever. You don't want the clues to be obvious. The criminal might leave certain clues intentionally either to cover his tracks or to antagonize pursuit, but there will be other clues that he didn't intend. No crime can ever be perfect.
Some of the clues may be very abstract. You may have to work to draw a connection. You can do this by working backwards. You know what conclusion you want, so take one step back to how the character gets to that conclusion, then take another step back to how the character arrives at THAT conclusion, and so on, as many steps back as you need. The final conclusion could be dependent on a series of clues.