Who did that? Where was it? What should we do? How do we solve this? Why is this happening?
All valid questions that allow you to create Mystery.
The goal is to reward the users with ACCESS. The Mystery mechanic isn't about the object they receive but what happens because of it.
The creators of South Park, Trey Parker and Matt Stone, have a core narrative technique often referred to as the "But, Therefore" model.
Instead of only adding to a story, learning why things keep happening build engagement. It allows us to kind-of reverse engineer a story as we play through it discovering more and more to it without weak or invented justifications. Think of this as avoiding using Aliens as the obvious next step in the story.
Mystery is really powerful and works wonders when tied with a storyline.