At the outset of the investigation, you will only have approximate information about how the crime was committed. This means that the list of the criminal's identifying marks will be incomplete. As a result, several characters might be under suspicion at the same time. With time, you can collect more evidence and cross people who you're sure weren't involved off the list.
Sometimes at the start of the investigation, a character might make you think they definitely aren't the killer. But be cautious - the character might be tricking you or distorting even the simplest facts. It's always possible that by the end of the story, the detectives will find evidence that makes this specific person the main suspect.