Why does such a successful theory like Quantum Mechanics have so many mysteries? The history of this theory is replete with dubious interpretations and controversies, and yet a knowledge of its predictions, however, contributed to the amazing technological revolution of the last hundred years. In its very beginning Einstein pointed out that there was something missing, due to contradictions with the relativity theory. So, even though Quantum Mechanics explains all the nanoscale physical phenomena, there were many attempts to find a way to "complete" it, e.g. hidden-variable theories. In this paper, we discuss some of those enigmas, with special attention to the concepts of physical reality imposed by quantum mechanics, the role of the observer, prediction limits, a definition of collapse, and how to deal with correlated states (the basic strategy for quantum computers and quantum teleportation). That discussion is carried out within the framework of accepting that there is in fact nothing important missing, rather we are just restricted by the limitations imposed by quantum mechanics. The mysteries are thus explained by a proper interpretation of those limitations, which is achieved by introducing two interpretation rules within the Copenhagen paradigm.