Red herrings

A red herring is a device used to mislead the audience from an important clue in the mystery.
An example of a red herring is in Psycho, the red herring is in a form of a beautiful young woman, the audience are tricked into thinking that Janet Leigh is the main character at the start of the film before she is killed.

Red herrings in thrillers work with other devices to create suspense which helps to deep further depth to the mystery of the plot.