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In The Lord of the Rings, Book V, chapter 3, "The Muster of Rohan", Hirgon brings the Red arrow from Denethor, as a sign that Gondor desperately needs Rohan's help in the coming battles.

He sank on one knee and presented the arrow to Théoden. 'Hail Lord of the Rohirrim, friend of Gondor!' he said. 'Hirgon I am, errand-rider of Denethor, who bring you this token of war. Gondor is in great need. Often the Rohirrim have aided us, but now the Lord Denethor asks for all your strength and all your speed; lest Gondor fall at last.'
'The Red Arrow!' said Théoden, holding it, as one who receives a summons long expected and yet dreadful when it comes. His hand trembled. 'The Red Arrow has not been seen in the Mark in all my years! Has it indeed come to that? And what does the Lord Denethor reckon that all my strength and all my speed may be?'

Clearly, all the parties involved understand the significance of this symbol, but I haven't seen any explanation of its origin/history in any of Tolkien's works. (I haven't read HoME, maybe it's in there)

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  • tolkiengateway.net/wiki/Red_Arrow
    – Valorum
    Commented Feb 6, 2022 at 1:14
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    I have a vague, very vague mind you, memory that a blooded arrow was a traditional Norse emblem of war, either as a declaration or a call to arms but I can't find the references I need right now. Tolkien was a scholar of old Norse and much else in the Legendarium is based in Norse languages and traditions.
    – Ash
    Commented Feb 6, 2022 at 3:09
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    Doesn’t the surrounding words and actions make it clear that the red arrow is something the steward of Gondor sends to the lord of the Rohirrim when Gondor is in great need of all of he strength and speed of Rohan? Commented Feb 6, 2022 at 5:49
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    There are multiple things in the book that the reader can only infer the meaning of based on how the characters react to what is, to us, something lacking all context and explanation. It's worth asking, but, no, there's no explanation whatsoever. See also: the cats of Queen Beruthiel, and, for that matter, Tom Bombadil. Commented Feb 6, 2022 at 8:57
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    Yep, there was a retcon for Beruthiel, but never published in his lifetime, and certainly not something a LotR reader could be expected to know about Commented Feb 6, 2022 at 21:21

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Within the published book

There really isn't anything here to go on. The arrow gets mentioned in this scene, gets very briefly mentioned by Gandalf in the next chapter, and then appears again in the chapter after that when the Rohan scouts find Hirgon's corpse.

‘Yes, he will come,’ said Gandalf, ‘even if he comes too late. But think! At best the Red Arrow cannot have reached him more than two days ago, and the miles are long from Edoras.’
The Lord of the Rings - Book V Chapter 4 - "The Siege of Gondor"

‘This, lord: they were errand-riders of Gondor; Hirgon was one maybe. At least his hand still clasped the Red Arrow, but his head was hewn off.
The Lord of the Rings - Book V Chapter 5 - "The Ride of the Rohirrim"

None of this really adds any additional information, just that Gandalf is also familiar with it.

In other works

The red arrow gets a very brief mention in a footnote to "The Battles of the Fords of Isen", but this is a reference to when Théoden was sent the arrow in the book, and as such also doesn't add any additional info.

When Théodred was at last slain Saruman's commander (no doubt under orders) seemed satisfied for the time being, and Saruman made the mistake, fatal as it proved, of not immediately throwing in more forces and proceeding at once to a massive invasion of Westfold ... The Ents and Huorns, with the aid of such Riders of the East-mark as had not yet been engaged, might have destroyed the forces of Saruman in Rohan, but the Mark would have been in ruins, and leaderless. Even if the Red Arrow had found any one with authority to receive it, the call from Gondor would not have been heeded - or at most a few companies of weary men would have reached Minas Tirith, too late except to perish with it.
Unfinished Tales - "The Battles of the Fords of Isen"

From the drafts in The History of Middle-earth

The only information available from The History of Middle-earth is that the red arrow was introduced in the first full narrative Tolkien ever wrote describing the exchange with the Théoden and the messenger(s), though it was not mentioned in any of the eight or so (very brief) outlines that had previously mentioned there being a messenger. Christopher does not actually present any of the versions of the exchange but the only difference about the arrow that he mentions is that the first draft had a green-feathered arrow instead of a black-feathered arrow. (See The War of the Ring, Part 3, Chapters 2 and 5, especially footnote 7 to chapter 5)

Tolkien's inspirations

Hammond and Scull suggest that Tolkien may have here been inspired by Morris.

798 (III: 72). In his hand he bore a single arrow, black-feathered and barbed with steel, but the point was painted red. - In A Tale of the House of the Wolfings by William Morris the Wolfings are summoned to war against the Romans in part by a messenger who carries ‘the token of the war-arrow ragged and burnt and bloody’ (Chapter 2).
The Lord of the Rings: A Reader's Companion - Book V Chapter 3 - "The Muster of Rohan"

Some random person's masters thesis suggests that Tolkien was inspired by Cynewulf

Denethor, steward of Gondor, calls the Rohirrim to battle by sending a rider bearing a red arrow as a “token of war” (Return 64), a parallel with Cynewulf’s Elene in which Constantine summons “his heroes to war against the foes” through “dispatch of the arrow” (43-45).
Recreating Beowulf’s “Pregnant Moment of Poise”: Pagan Doom and Christian Eucatastrophe Made Incarnate in the Dark Age Setting of The Lord of the Rings