Not that people haven't been calling for it but historically speaking these thin-evidence Day 1 lynches never happen unless FT or I get involved. So, we've got just about jack but we do have two things:
1) White Flame - That was a very unprovoked vanilla claim, its probably truthful but it is nonetheless anti-town, we've gone over the reasons for that ad nauseam and I tend to feel the occasional head chop helps to bolster that. Besides, I seem to recall this being billed as a Deathless game so it may not result in death.
2) This is one I'm betting only other Mistborn fans might have caught, but I'll offer it anyway. The copper mine, it provides unlimited copper. For those unfamiliar with the series people 'burn' copper to effectively conceal allomancy. In other words, it is particularly useful to the rebel Skaa since it lets their half-breed sorcerers hide from the Inquisitors. Skaa are the bad guys in this game. A copper-burning allomancer would be most logical as a Skaa role. Not guaranteed to be sure but I suspect the other Mistborn fans will confirm that a Copper Misting would be the most obvious type of misting for the Scum to have in this game. We might want to look at who's being going after that in the auctions with some fervor... now, they can buy what they need presumably discreetly on the market but Flaring it every night might get costly. It could be a false lead, I for instance was bidding on everything but the Inquisitor till I thought "Huh, if we have a copper user they'll probably outbid me" and decided to lay off in favor of the farm and slave, it only struck me on consideration that a Copper Misting would be more likely to be a scum role. Obviously not everyone bidding on it is going to be scum, though it is possible more than one scum is bidding on it I'd bet one and only one. So that seems an alternative to just lopping WF's head off, which I'm also fine with.
So in summary, let me get a tally, please reply with one of the following in your title:
A: Lynch White Flame
B: Pursue the possible Copper lead
As always, option D implies you've got something better to suggest, otherwise it is assumed your Option D suggestion is 'lynch me, I have nothing to contribute'