In chapter 9 of "Shakespeare's Secret" by Elise Broach, the first real clue that is found is a piece of paper with a note written on it. The note reads "Butterfly, Butterfly, flutter away," and it is signed with the letter "M."
The note is found in the pocket of the jacket that Hero has borrowed from Mrs. Roth. When Hero shows the note to her friend Danny, they both realize that the letter "M" could stand for the name of Mrs. Roth's deceased husband, Marcus. They also notice that the word "butterfly" is written in a different handwriting than the rest of the note.
This clue leads Hero and Danny to investigate further and try to unravel the mystery of Mrs. Roth's house and its connection to William Shakespeare.