Also in modern colloquial English, a mystery is something which is unknown.
Originally mystery was a religious term. A mystery was a rite into which only the initiated were admitted. See in particular the article on mystery religion. In Eastern Christianity, and to a lesser extent in Catholicism, the seven sacraments are sometimes called "mysteries"; that nomenclature is perhaps inherited from ancient Greek religions.
Another sense of the word mystery is defined by the Catholic Encyclopedia as "a supernatural truth ... that of its very nature lies above the finite intelligence".
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