In biblical writing a “mystery” is something God reveals. The “mystery of Christ” (Eph. 3:1-6) is the wonderful truth that the Lord brings all nations together in one church.
Ephesians 3:1-6
For this reason I, Paul, the prisoner of Christ Jesus for you Gentiles— 2 if indeed you have heard of the dispensation of the grace of God which was given to me for you, 3 how that by revelation He made known to me the mystery (as I have briefly written already, 4 by which, when you read, you may understand my knowledge in the mystery of Christ), 5 which in other ages was not made known to the sons of men, as it has now been revealed by the Spirit to His holy apostles and prophets: 6 that the Gentiles should be fellow heirs, of the same body, and partakers of His promise in Christ through the gospel, 7 of which I became a minister according to the gift of the grace of God given to me by the effective working of His power.