The Purloined Letter
S— is one of the biggest mysteries of the story. This whole mess begins when he sends the royal lady a letter. We deduce that this person has a name that begins with an "S" because the purloined letter is sealed with, you guessed it, S—. (Hey, if anyone's throwing around any 50,000 franc checks….) We also know that S— comes from a "ducal family," thanks to the seal that G— describes.
So: we know he's a powerful guy. Other than that, we're as lost as you are.