A mystery refers to any unexplained problem. Mysteries can be solved through critical thinking and analysis. Mystery novels focus around solving a specific case.
There are many kinds of mysteries, but all of them involve some element of an unknown phenomenon. A mystery is equivalent to a secret, where there is an explanation between why something happened, but it is not revealed to everyone. An event could be a mystery to one person, but not to another, as they may have different sets of knowledge. There are many mysteries of past cultures, where people in the present try to determine why cultures practiced the things they did.