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The other answers outlined the basic methods and hopefully you've already used one of them in your story. Another possibility is that the protagonist works in an industry that the bad guys require...
Answer
#4: Attribution notice removed
Source: https://writers.stackexchange.com/a/45415 License name: CC BY-SA 3.0 License URL: https://creativecommons.org/licenses/by-sa/3.0/
#3: Attribution notice added
Source: https://writers.stackexchange.com/a/45415 License name: CC BY-SA 3.0 License URL: https://creativecommons.org/licenses/by-sa/3.0/
#2: Initial revision
The other answers outlined the basic methods and hopefully you've already used one of them in your story. Another possibility is that the protagonist works in an industry that the bad guys require to carry out their plans. - A piano moving company that is asked to move a strange box. The right size and weight for a piano, but the wrong shape. - A police station clerk takes the routine notification call of the movements of the local armored delivery service. And recognizes the address. - If the item requires lots of electricity, the workers at the local gas and electric company will figure something's up when the transformer blows and has to be replaced. Normally this happens when people start growing pot in large quantities indoors and legal issues keep them from just telling the G&E company they need the upgrade beforehand (seriously!) but the lineworkers sent out to fix things can tell it's not agriculturally related. Many possibilities here. Just remember that nobody works alone. The bad guys either have an insanely large staff working for them (which means they can't control them) or they outsource some of the labor (cleaning, delivery, even cooking 100 pizzas). If the protagonist is the in the right place at the right time, or someone close to her/him is, that's all it takes for the wheels to start turning. Add in a name (person's name or a shell company) s/he recognizes as involved, or a known address, or something else that turns a routine event into a suspicious one.