Clue Tokens are a means of tracking progress in Arkham Horror, as well as a tool that investigators can use to complete their objectives.
Collecting Clue Tokens
To collect clue tokens, an investigator must end their movement on a location or street area that contains one or more tokens. Simply passing through a location that has a clue token is not sufficient to collect it. To collect clue tokens on a location that contains a monster, the investigator must first either evade or fight the monster(s) to collect the token(s).
Also, some investigators start the game with Clue Tokens, and some locations on the board will let an investigator trade various items in for Clue Tokens.
Using Clue Tokens
Assisting on a Skill Check
First, any time you need to make a skill check, you may discard a Clue Token to add an extra die to your roll. You can use as many Clue Tokens as you want on a single check, and you can add them one-at-a-time after you have seen what the roll would be unassisted.
So for instance, if you need to make a Fight check at -2, and you only have Fight 3, then you only get to roll 1 die. So if you roll that die and don’t get a success, then you can discard a Clue token to roll another die. If that one also fails, then you can discard another Clue token to roll another die. And you can keep going until you run out of Clue Tokens or until you succeed.
Also, sometimes you will be in over your head. For instance, you might have Fight 2, and you need to succeed at a Fight -2 check. Well, that would mean that you get to roll zero (0) dice, so obviously you can not succeed. But, you can discard Clue Tokens to add dice to your roll even when you start with zero dice. So Clue Tokens can help you when it would be impossible to succeed on a roll.
Finally, sometimes you are in way, way over your head. For instance, you might have Fight 2, and you need to succeed at a Fight -4 check. Well, that would mean that you get to roll negative two (-2) dice, so obviously you can not succeed. Here, there is an even further advantage to Clue Tokens - any negative number of dice is treated as zero dice, so you can discard a Clue token and still get to roll a die, instead of needing to first burn 2 Clue Tokens "just to get up to zero".
Sealing a Gate
As mentioned before, you can Close a gate, or you can Seal a gate. If you Close a gate, it can re-open later. But if you Seal a gate, it is usually closed for all time.
In order to Seal a gate, you go through the Gate and return as normal. After making the Fight or Lore check upon your return, you spend 5 Clue Tokens and you Seal the gate and place an Elder Sign on that location.