Mystery is a woman whose face is always covered by a black veil. Almost nothing is really known about her personality or feelings, she's true to her name in every way. She was called upon Kevin; who was under the influence of Writer's Block. However, he still found even with the genres here, that they were boring. While its unknown why, she apparently felt some loyalty to Kevin Thorn. As Bigby, Snow, Gary, and Mister Revise; along with the Page Sisters, had come to stop him from doing further damage to reality. Kevin sent the Genres, including Mystery to guard his house and fight off the others.
Bigby, who had been put through much humiliation and transformed into a girl to further it, lost his patience. While Robin, Priscilla, and Hillary fought off the others, he snuck around trees and attacked all the Genres, including Mystery. She and the others were all apparently killed. For the moment, after defeating Kevin, Mystery and the rest of the Genres had apparently recovered. Or it meant they were resurrected by Kevin or simply replaced. They were all sent into a new world where Kevin could do what he want and leave the mundy world alone.