Та, кто нашла улику, сначала никому не сказала об этом.

Та is the feminine singular nominative form of тот. Here it is used almost like a noun and means the one or that woman.

So Та, кто... is a very common pattern meaning the one who... with a feminine referent.

It is more specific than она.

• она = just she
• та = that one / the one in question

Because кто нашла улику is a subordinate clause that describes та.

The structure is:

• Та = the main noun-like element
• кто нашла улику = the clause identifying which woman we mean

Russian sets off this kind of clause with commas:

• Та, кто нашла улику, ...

Yes, которая is possible, but та, кто... is a very common pattern meaning the one who....

Compare:

• Та, кто нашла улику... = very natural, compact
• Та, которая нашла улику... = also correct, slightly heavier/more explicit

So кто here does not mean a question word. It is a relative pronoun: who.

Good question. Кто itself does not show gender, but the person being referred to is clearly feminine because of та.

That is why the past-tense verb is feminine:

• нашла = feminine singular past

In modern Russian, this kind of agreement is very common when the real referent is female. You may sometimes see broader/default agreement patterns with кто, but та, кто нашла... is perfectly natural.

Because it is the direct object of нашла.

The dictionary form is улика.
Here it changes to accusative singular:

• улика → улику

That is normal for a feminine noun ending in -а when it is a direct object.

Никому is the dative singular form of никто.

It is used because сказать takes the person you tell in the dative:

• сказать кому = to tell someone

So:

• никому не сказала = did not tell anyone

Literally, it is something like to no one did she say.

Yes, and that is normal in Russian.

Russian regularly uses negative concord, which means a negative pronoun like никому, ничего, никогда, etc. normally appears together with не on the verb.

So Russian says:

• никому не сказала
• ничего не видел
• никогда не был там

This is standard Russian grammar, not an error.

Сказала is the past tense of perfective сказать. It presents the act of telling as a complete event.

So here the idea is that she did not perform that act at first.

If you used не говорила, that would sound more like:

• she was not saying it
• she did not speak about it
• she wasn’t telling people over a period of time

In this sentence, не сказала is the natural choice because it refers to the simple fact that she did not tell anyone at first.

The preposition here is о / об, meaning about.

After this preposition, Russian uses the prepositional case:

• этот → этом

So:

• об этом = about this / about it

The form об is used instead of о for easier pronunciation before certain sounds, especially before vowel sounds. That is why Russian says:

• об этом not
• о этом

Сначала means at first / initially / in the beginning.

In this sentence it modifies the main action:

• she initially did not tell anyone

Russian word order is flexible, so сначала could be moved:

• Сначала та, кто нашла улику, никому не сказала об этом.
• Та, кто нашла улику, никому сначала не сказала об этом.

The original version is very natural. Putting сначала after the subject keeps the sentence balanced and clear.

Yes.

• нашла comes from найти and is perfective
• сказала comes from сказать and is perfective

Why perfective?

• нашла presents the finding of the clue as a completed discovery
• не сказала presents telling as a complete act that did not happen at first

This fits the sentence well: first she found the clue, and at first she did not carry out the act of telling anyone about it.