A mystery is not something you can't know anything about, but is something that you can't know everything about.
Thus God is a mystery: You can know that God is, but you can't know everything about God since God is infinite and you are not.
Likewise, the Trinity is a mystery, since while you can believe that God is three in persons but one in nature, you can't keep the three and the one in the same mental act at the same time. Because it is a deep mystery, no wonder Oneness Pentecostals reject the Trinity.
The Incarnation is a mystery, since while you can believe that God became man, you can't comprehend the profound unity between the divine and human natures. Because it's mystery is so vast, no wonder Muslims reject the idea of an incarnate God.
The Eucharist is a mystery, since while a Christian can concede the possibility that Christ can turn a piece of bread into his body, you can't exhaust the depth of how the Eucharist is Christ when it obviously appears to be bread to your senses. It's no wonder that such a mystery is rejected by certain Christians.
Mystery is like staring into the Sun. You might see a pinpoint of light surrounded by a vast nothingness, even darkness, but it is not dark because the Sun has no light, but because the Sun is so bright that your eyes cannot fully capture all of the light. The same goes with God and all that God reveals.
That's why Catholics rejoice in the fact that their beliefs entail mystery. Not only does it mean that something new and exciting is there every time you meditate on them, but also it confirms to the intellect that such mysteries of faith are divine in origin. If you can totally exhaust an aspect of the Christian faith with your reason, then such a thing is liable to be merely human in origin.
Thus, to make a mystery one's own, faith provides what reason cannot. The gift of Faith is that by which we "bet" our lives that the mysteries we assent to are true.
Thank God for this mystery:
For us and our salvation,
Jesus Christ suffered, died, and rose again
so we would believe, repent and be forgiven of our sins.