Word of mouth, the fact that Vito told Clemenza that he had lost the gun and paid him for it. Probably started with a rumor (albeit a true one) and just snowballed from there.
Keep in mind that the novel states that Clemenza and Tessio didn't speak with anyone about it. So the rumor could not have been spread by them.
"It was between the brothers Kay -- I had nothing to do with it."
