Things that are mystical are magical or mysterious, possibly having to do with the supernatural or the occult.
If you like to read fantasy stories, then you've probably read about a lot of mystical people and events. The power of a wizard is mystical — that is, magical, and not real. Witches are mystical. The unicorn is a mystical animal. Religions tend to involve mystical events, like miracles. Magicians try to make audiences believe they have mystical powers. Mystical things aren't real, but in a story or magic act, they can be fun to imagine.