First of all let us find out what the definition of mystery is. The only dictinary gave me a list of possible meanings. I have gotten out the meaning that is relevant to us. 

A novel, short story, play, or film whose plot involves a crime or other event that remains puzzlingly unsettled until the very end.

This basically tells us that the plot has to involove around a crime. With crime it is common to use a murder. The main character will keep himself busy with finding out who the murder is and what his reasons where.

It also tells that it can be some other event that remains puzzlingly unsettled until the very end. What does that mean? 
It means that the main character keeps himself busy with trying to solve the 'puzzle', he gets some clues while solving.  In the end (the last few chapters) the puzzle gets solved and the story will be going towards a ending.