Taken from Kallistos Ware's The Orthodox Way, page 15:
"In the proper religious sense of the term, 'mystery' signifies not only hiddenness but disclosure. The Greek word MUSTHRION is linked with the verb MUEIN, meaning 'to close the eyes or mouth.' The candidate for initiation into certain of the pagan mystery religions was first blindfolded and led through a maze of passages; then suddenly his eyes were uncovered and he saw, displayed all round him, the secret emblems of the cult. So, in the Christian context, we do not mean by a 'mystery' merely that which is baffling and mysterious, an enigma or insoluble problem. A mystery is, on the contrary, something that is revealed for our understanding, but which we never understand exhaustively because it leads into the depth or the darkness of God. The eyes are closed--but they are also opened."