If you introduce an odd detail in your story or game adventure, which seems highly relevant, then make sure to follow it up later and explain why it was there. Particularly if your players fixate on it and assume it's important in some way. The other option is to ignore it, but this leads to What Happened to the Mouse?

Of course, often players will fixate on details that are completely unimportant in your original adventure plan. Don't treat this as an annoyance... treat it as an opportunity.

It doesn't matter much how you link it to the story, but just the mere act of making some connection makes the players go, "Aha! I knew that was important all along!" They feel good about their observation skills, and you get credit for making your story so detailed and richly connected.

Transcript

Cassian: So, Wedge, how did you get out of there?
Wedge: You picked it, buddy. They were going to cremate me, but I shapeshifted into a living person and walked out of the morgue.
Wedge: I flew here to Tatooine to back you up. I ran into that star destroyer though.
Wedge: I dodged most of the fire, but they winged me. I crash-landed my fighter up in Jedha City and made my way here.
Wedge: Anyway, Jabba's got something big going down with the Empire. I'm leaving right now to accompany him to his Pleasure Dome.
Cassian: Can't you release us?
Wedge: Not with all these guards around.
Wedge: I've set the lock up to explode when you wave your hand near it. Wait a few hours until nightfall.
Chirrut: Where's the fun in that?!