1) An object of romantic or sexual interest. Doesn't need to be only a hard-to-reach attraction--can also be a boyfriend/girlfriend. Usually, a mystery is a boy when referred to in a group of girls.
2) A euphemism for just about anything.
1) Girl 1: How's your mystery, love?
Girl 2: Oh, just spiffy. We were mackin' yesterday.
Girl 1: I'm totally jellin'... I wish I had a mystery.
2) Oh, fuck! I just stepped in some mystery!