Mysteries are an engaging form of fiction, capturing audiences with curiosity, uncertainty, and ambiguity. However, mysteries in games have presented a challenge for research since the word mystery may be understood as 1) detective mysteries with clear-cut answers or 2) as mysteries which are unsolvable and incomprehensible. This paper focuses on the latter kind of mysteries. To investigate what constitutes a mystery player experience, in what ways mystery games provide answers to players and how to design these games, we inspected five mystery games through a formalist game analysis by a player-researcher. We discovered (1) how the mystery player experience was characterised by enjoyment of irresolution, state of not receiving clear-cut answers to a mystery, (2) how a mystery condition, a state of wonder and fascination, promoted openness, and (3) how interpretation management represented the doing in the mystery player experience. To our surprise, although the player was driven to find answers to mysteries, the eventual irresolution was an enjoyable experience to the player. We conclude that all mysteries need not be answered during the game, and the experience can be enjoyable because of this.