mystery

That which is so dense and secretive as to be totally indecipherable or impossible to foretell. It is from a line used by Winston Churchill to describe the intentions and interests of Russia in 1939: "I cannot forecast to you the action of Russia. It is a riddle, wrapped in a mystery, inside an enigma; but perhaps there is a key. That key is Russian national interest." Many versions, variations, and appropriations of the quote, its structure, and its meaning have since been in use. Political campaigns make my head hurt. They're just a riddle, wrapped in a mystery, inside an enigma.

Something that is difficult to understand. Why she walked out in such a huff this morning is a mystery to me! She was acting normally before that. It was a mystery to scientists where the birds migrated to until they banded some of them and tracked their movement.

To be difficult to understand or decipher. This phrase is often humorously applied to unimportant things. The living cannot truly understand death—it's another of life's great mysteries. Why dogs and cats hate each other is another of life's great mysteries.

something that you do not understand Why I'm telling you all this is a mystery to me.

to be something that it is impossible for you to understand Why people write their names on the walls of public toilets is one of life's great mysteries.