From IFWiki

A signal from the game to the interactor that particular input or behaviour is expected. Often confused with a clue; whereas a clue may provide partial or obscured information about a puzzle solution, cues often exist to show that there is a puzzle at all.

A cue is also analogous to a line in a play indicating that a further action can now happen, e.g.:

The cab driver looks at you expectantly.

Cues clearly vary in quality and specificity. It is sometimes said that modern IF clues better than it cues.