Techniques used by Alfred Hitchcock

Alfred Hitchcock used many techniques in order to do this including macguffins, enigmas and red herrings.

A MacGuffin is a plot element that catches the viewers attention or drives the plot of a work of fiction. The major characters in the story are willing to do or sacrifice almost anything to obtain it. It usually decline in importance throughout the film and means nothing of significance to the audience. 

An Enigma referes to a mystery or puzzling occurrence. The protagonist commonly has to find out or solve this before the narrative is resolved and the film ends.

A Red herring is usually used to divert the audience from the truth or an item or significance. A red herring can often work with other devices in order to create suspense.