Roleplaying Investigations

To make the investigation feel real, it helps to talk a player through their character's thought processes by saying what clue inspired them to think of an important detail, explaining what the detail is, and possibly mentioning further questions that this detail raises. Let the player extrapolate their own conclusion rather than giving them the answers outright. Even if the investigation doesn't lead to an unambiguous conclusion, the players should feel they're more informed than when they started.