Something that is mysterious has a secret-like quality that makes it hard to understand or define, like your mysterious answers that made your friends curious about what you were really up to.
A dark shadow skims across the surface of lake...a strange disease makes a city's inhabitants violently ill...a large, hairy creature is spotted wandering in the woods. These situations are all mysterious because we don't know their causes. You can see the word mystery in mysterious. A mystery is a hidden or secret thing, so something that is mysterious takes effort to understand, unless it is beyond our comprehension.