Blink author Malcolm Gladwell, via Boing Boing:

Mysteries require judgments and the assessment of uncertainty, and the hard part is not that we have too little information but that we have too much. [...]

The distinction is not trivial…

If things go wrong with a puzzle, identifying the culprit is easy: it’s the person who withheld information. Mysteries, though, are a lot murkier: sometimes the information we’ve been given is inadequate, and sometimes we aren’t very smart about making sense of what we’ve been given, and sometimes the question itself cannot be answered. Puzzles come to satisfying conclusions. Mysteries often don’t.