Mysteries are an important part of any D&D game (and any othere rpg too).
They make your players to come back to your table again: to solve them and to discover new ones.
Some mysteries will be focal points of your campaigns while others will only start side-quests, but they're not less important.
There you can find some mysteries, which you can easily incorporate in your campaigns.
1) PCs encounter an abandoned ship. Crew is missing but in the hold they found 24 coffins. Each one contains a corpse with daggers stucked in the eyes.
2) Anytime they look at mirrors, PCs can see for a moment a shadow darting in one of the corners.
3) PCs arrive in a country village. It has no livestock or animals but its dwellers act as usual (a wagon seems trained without any help, birdseed is scattered around empty barnyards and suddenly vanishes...).
4) A PC starts dreaming of killing people. Those murders then really happens. Evidences tell he wasn't the killer.
5) PCs attend to a drama played by a group of wandering actors. Plot is about one of their last adventures. Some details of the it can be known only by a direct witness of those events.
6) A Drow corpse is found near the docks of a big city. It has a holy symbol of a good deity around the neck and on its chest is carved "First step taken towards the Light"
7) A magic item of a PC begins to activate randomly, usually during unappropriate situations, and he can't get rid of it.
8) Water turns to blood every time a PC touches or enter in contact with it.
9) PCs have just defeated an evil sorceress. She starts to whisper in the mind of the party's mage. She predicts future events which then really happens.
10) All precious stones and gems of the city suddenly turn to simple glass stones.
Some of them were already used in my previous campaigns, others may in the future.
What are the most interesting mysteries you have created?
Let me know.