(CNN) The walls and décor of 16-year-old Nadia's room looked like that of any other high school teenager. Her real name is not Nadia; we are keeping her identity hidden at the request of her family, out of respect for her memory and their privacy.

A beautiful painting covered the wall along the length of her bed; the bookshelf was adorned with books, knickknacks and childhood photos. Near a full-length mirror, recent artwork showed a printed photo of a blue whale overlaying a hand-painted background.

This girl was a gifted artist, sister, daughter and friend. Nobody who knew her suspected that she would take her own life one early morning in May. Nobody who knew her could have anticipated what they would find after her death.

Almost immediately, her devastated older brother, Marty, started going through her things to look for signs. He noticed an unusual pattern among drawings and journal entries, including a small sketch of a girl with a name beneath it in Russian.

An internet search of the name turned up the story of Rina Palenkova, a 17-year-old girl who posted a "goodbye" selfie moments before committing suicide in Russia in November 2015. The photo went viral on the Russian social media site VK.com, and the attention from her death led to the discovery of her supposed involvement with something online called Blue Whale.

Continuing to research, Marty remembered the picture of the blue whale taped next to the mirror in his sister's room. He looked through her sketches and found pages of whale drawings and magazine cutouts with the words "I Am a Blue Whale" pasted over them, accompanied by drawings indicating self-harm, suicidal statements with words of goodbye and multiple entries written in Russian.

Entries with photos saying "I Am A Blue Whale" were found in Nadia's journal.

Marty said the discovery startled him. "None of us knew about the Blue Whale game. I spend a lot of time online and hadn't come across it until it happened."

Nadia hid secrets in her paintings that her family discovered after her death.

What is Blue Whale?

As Nadia's family researched the Blue Whale connection, they discovered what appeared to be an online suicide challenge that reportedly began in Russia two years ago. Since then, suicides suspected to have been inspired by Blue Whale have been reported in parts of central Asia, Europe and South America; Nadia's suicide appears to be the first in the United States influenced by the concept. The Washington Post reported about another teen suicide in Texas that occurred in early July and is suspected to be linked to Blue Whale.

The "game" is said to be administered by an online curator and takes place over 50 days. The curator gives players daily tasks to accomplish and requires them to submit photographic evidence that they have completed each, keeping their communication private.

One man who may be connected to Blue Whale is a 21-year-old psychology major named Philip Budeikin. According to Russian state news agency RIA Novosti , he was arrested in November. Authorities from the St Petersburg District Court confirmed in a press statement that there is an open investigation into his charge of "incitement to suicide." The Investigative Committee press release says that Budeikin has confessed to creating the game and used the VK.com social site to encourage 15 to 17 teenagers to commit suicide.

While authorities investigate whether there are curators who directly communicate with teens or whether the game is simply internet folklore, the challenges are said to begin at 4:20 a.m. and vary in intensity. Some reportedly start with simple things like drawing a blue whale on a piece of paper. Demands may increase to watching horror movies all night or secretly cutting oneself. It is reported that the curator sends teens to scope out the location of their deaths in advance as one of the challenges. In some cases, they go to the top of a tall building, in others a train station. Each task becomes riskier, and on the 50th day, players are reportedly instructed to commit suicide.

Dr. Dan Reidenberg, executive director of Suicide Awareness Voices of Education, a national nonprofit for suicide prevention, warns that parents need to be watching their children for any of those signs. He encourages asking kids whether they are playing Blue Whale or have friends who are playing. However, he reiterated that "there is no need to panic, because this is not yet a crisis, rather a caution to alert people in advance."

The colonel of justice for the Investigation Committee Department of St. Petersburg, Anton Breydo, launched an investigation on Blue Whale in Russia and was working with a girl who had survived a suicide attempt, according to the news outlet Novaya Gazeta . She informed him that players are told that once they start playing, there is "no way back." And if they try to change their minds, they are threatened by the curator, who claims to have all their information and says he will come after them or their family. Russian officials did not respond to CNN's requests for comment.

Novaya Gazeta reported that Palenkova's death exposed a community of suicide fans who turned her into an icon, writing messages such as "Rina, you're the best!" "You're my hero" and "I love you." After her death, Novaya Gazeta reported that in the span of six months, 130 teen suicides could be linked to the game, because almost all the victims were in the same internet group. However, it later said that only 80 of those could be proved and was criticized as exaggerating numbers that could not be definitively linked to the game.

Warning signs

Gathering evidence of such a game is difficult, and catching warning signs can be even harder for those unaware. In Nadia's case, her family said that in hindsight, the signs were everywhere.

"She was an artist," Marty said. "She drew a lot of random stuff, so if I had come across the Blue Whale game online or heard about it from somewhere, maybe I could have pieced it together a little bit faster, just like I did when I found the sketch of Palenkova. It took me less than 20 minutes to figure that out."

Nadia did an abstract painting of blue whale skeletons for a school project, and the school had it framed and displayed. The painting took on a new meaning in the aftermath of her death.

Nadia's paintings were framed and displayed at her high school.

Along with the contents of her journal, the family recovered some of Nadia's social media posts from the days leading up to her death. A photo of her legs dangling over the roof of her house, pictures of self-inflicted cuts on her body and a final post of train tracks with the words "good bye," made the morning she died, all bore resemblance to the other reported accounts of Blue Whale victims.

The family believes this photo was one of the "challenges" Nadia completed.

Nadia's mother, just as confused and upset as Marty, said her daughter never showed interest in computers. "She never had Facebook, never posted pictures. Most of the time, she only wanted to draw. I never thought she would go and try to find a site or a way to chat with people and believe them."

Nadia's family also found letters in Russian among her things. Some appeared to be love letters, while others showed signs of correspondence with someone. They don't know who the letters are directed to or whether that person was involved in Blue Whale.

These writings surprised Nadia's family the most, since she had never spoken about learning Russian or even being interested in it.

The family continues to ask questions that might never be answered. The Georgia Bureau of Investigation has opened a Child Fatality Review of Nadia's suicide and is aware that the drawings and Russian writings may have a connection to Blue Whale. Special Agent Trebor Randle confirmed that this is the first case in Georgia potentially related to Blue Whale.

"Obviously, doing nothing about it has seen a rise," Randle said. "Kids know about it and may already be doing it. Parents and educators are the ones who don't know."

Why tell these stories?

Suicide is the third-leading cause of death among Americans age 10 to 14 and the second among people 15 to 34, according to 2015 statistics from the US Centers for Disease Control and Prevention.

Randle says people have been nervous to talk about suicide and very sensitive to the topic, leading the issue to be under-reported. "We are doing a disservice if we're not working with parents and educators about how to prevent it."

According to Randle, Nadia was the 20th reported teen to commit suicide in Georgia this year, and since her death in May, there has been one more.

Marty warns that the signs might be hiding in plain sight. Some of Nadia's drawings were done in class: "She wrote some of this stuff right in front of her teachers. Right around her friends. This is a thing that is happening, so people should know, especially parents that have kids that could potentially be subjected to the same thing and also to ask for help."

"I never had problems with my teenage girl," her mother said, "and I never thought that this was something that could happen to us."

Google data show that online searches for Blue Whale in the United States began in late February, with interest spiking across the country in mid-May. They may be linked to media coverage in the UK around that time.

US investigators are looking into the details of what the game is -- if anything -- and it's important to note that it has remained relatively unknown. Meanwhile, authorities say that Nadia's death provides enough evidence to issue a warning to parents and educators that the ideas spread by something called Blue Whale pose a threat to vulnerable teens.

One way to address the topic is head-on. Jane Pearson, chairwoman of the National Institute for Mental Health Suicide Research Consortium, advised, "It's important to provide opportunities for people to say 'if you're feeling this way, here's what you can do about it.' "

Pearson says there is good information available for parents to help children and teenagers recognize dangers online.

Reidenberg echoed that sentiment: "Kids don't often know about predators online who will lure them into these tragedies. We want to encourage parents to talk to their kids about online safety."

'Always an opportunity to intervene'

Reidenberg warns that in some instances, there's a contagion surrounding suicide. "Youth are particularly sensitive to the topic of contagion. There are kids that, when someone dies by suicide or there's media coverage or an overwhelming amount of attention, other kids may see and attempt suicide because of the same thing."

If you're considering suicide, there are people who can help. The trained counselors at the National Suicide Prevention Lifeline are available 24/7 by calling 1-800-273-TALK (8255).

Reidenberg also warns that sensationalizing a topic can lead to more harm than help, but he hopes that telling the story of Nadia and her family can ensure awareness.

"There's always an opportunity to intervene," he said. "Always a chance to give a message of hope, always a way to tell them it can get better."

Pearson says social media can influence the mental health of teens, though she questions whether it causes suicidal behavior or serves as a vehicle to move it along. "You could argue that kids who are troubled will seek out other troubled kids, and we actually know that from looking at social network patterns. They might actually get online and look for other troubled kids, versus finding someone who is helpful or therapeutic."

Preventive measures

Even Nadia's family says they don't know exactly how big of a role Blue Whale played in her suicide. "Based on the stuff I found, it seems like she was talking to somebody," Marty said. "How much that person had influence over what happened, that we don't know."

Steps are being taken nonetheless. The social media site Instagram issues an automatic warning to users who search hashtags relating to the game, possibly the first cyber security step of many to come.

Instagram issues a warning whenever hashtags related to Blue Whale are searched.

"Instead of chasing down every trend, a better approach might be to improve social media literacy, to help kids understand how to manage it," Pearson advised.

Law enforcement and school faculties in some areas have started issuing warnings that Blue Whale may be trending in schools. The Miami Police Department created an awareness video, and school administrators in Alabama , California and elsewhere have posted parent alerts on their Facebook pages. Internationally, police and schools in the UK and New Zealand issued warnings last month.

Nadia's family is trying to uncover conversations she may have had with someone online. They're working with the GBI's Child Fatality Review Unit, which says its goal is to "promote more accurate identification of child fatalities and monitor the implementation of a statewide injury prevention plan to reduce incidents."

On a national level, the FBI says it would open an investigation if a teen has been extorted and if the extortion is coming from outside the country. Until then, it must be invited into an investigation by state and local authorities.

While the search is ongoing, Nadia's family is left with pieces of a puzzle and a message they want to share, hoping that others won't have to experience their pain.

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"It's a real thing. I lost my sister to it, or at least part of it," Marty said. "There needs to be awareness. People need to know; parents need to know, to look for signs, to monitor their kids a little better."

Holding her daughter's favorite stuffed animal, Nadia's mother said, "I still don't believe it. I still think that it's a bigger dream. Some bad dream, and I will wake up, and she will text me."

Wiping tears from her eyes, she urged, "parents need to know that it's true, that it's not some story that is coming from somebody to get attention. It's true."