Take a look at Criterion Collection's "3 Reasons" to watch The 39 Steps (see below). You will notice they include "the original MacGuffin." This was a story element popularized by Hitchcock. The idea was to establish a vague, but vital, goal that all of the characters would be invested in. Once that element was planted in the viewers' minds, it would serve as an engine to fuel the entire saga. A McGuffin could be anything, from secret blueprints and information to missing persons and evil plots. The details of the McGuffin were never as important as the dramas that unfolded around them. By the way, The Criterion Collection has released three early Hitchcock spy thrillers on glorious Blu-ray: The 39 Steps, The Man Who Knew Too Much, and The Lady Vanishes.
Here is your homework: Blackmail (1929), The Man Who Knew Too Much (1934), The 39 Steps (1935), Secret Agent (1936), Sabotage (1936), The Lady Vanishes (1938), Foreign Correspondent (1940), Suspicion (1941), Shadow of a Doubt (1943), Notorious (1946), Strangers on a Train (1951), Rear Window (1954), To Catch a Thief (1955), Vertigo (1958), North By Northwest (1959), and his later classics around horror conventions, Psycho (1960) and The Birds (1963). Hitchcock below with Cary Grant.