You can learn a lot from Sir Arthur Conan Doyle. He kicked off a whole genre with his (at the time) unique style and masterful protagonist. Sherlock Holmes and his assistant Watson were the true torchbearers of mystery.
Sherlock is witty, rugged, and calculating. His skill at crime-solving and deduction is nearly unparalleled. Drop Holmes in any situation and he will find something amiss, then solve the problem before you can refill your pipe.
With such a brilliant character, why did Watson even need to be written? There are a few reasons. An entire archetype is named after Dr. Watson because of his use as an unknowing conversationalist. When Watson gets answers to his questions, readers learn important information that probably couldn't have been conveyed any better. Watson acts as a foil, or character pair, with Sherlock. He is the apprentice character in an apprentice/mentor pairing. Watson also serves as an everyman. Most people can't relate a whole lot to Sherlock Holmes, but they can relate to Watson. On a simpler note, Watson is the one telling the story, so without him the voice of the prose would be very different.
Foreshadowing is a huge part of the mystery genre. Often times little hints are dropped throughout the story that most people won't notice until the end, when everything becomes clear. Holmes has a sneaky method of glancing at someone's shirt in passing (seemingly) without revealing that a smudge of red dirt on the hem proves the prime suspect is innocent. The trick to mystery is to give the reader all the pieces, yet bend the corners so they can't put the puzzle together unless they get out a mallet and start meticulously flattening everything out. Smoke and mirrors make sure Watson doesn't give you enough to solve the crime yourself in most cases. The foreshadowing does still need to be there, however, at least partially. You don't want a pseudo-deus ex machina situation where Holmes simply realizes who the killer is at the end inexplicably.
While Sherlock Holmes and John Watson are the torchbearers of mystery, Sir Arthur Conan Doyle is the one who truly lit the torch. How would we fare without him?