Clary was either too preoccupied with her fears of a cute boy being murdered that she didn't notice them, or they were somehow hiding in plain sight. But how can people be invisible?

Jace has knowledge and vision that Clary doesn't, so he can serve as her guide into the Underworld, à la Virgil in Dante's Inferno. Basically, the hottie's here to show her a whole new world.

Um, no we haven't thank you very much. Talking cryptically must be in Jace's job description, as Clary's guide to all things magical. It adds to the mystery, sure, but it probably doesn't help Clary much when it comes to sussing out what's real and what's not.