Mysteries of the Rosary by Image

The rosary is prayed by meditating on key moments in salvation history, mostly involving the life and ministry of Jesus. These events are known as mysteries.

You should check out the etymology of the word mystery. The word has been used throughout Christian theology for quite some time. In secular culture, the word has separately evolved to have a more technical meaning that, from what I understand, is less related to the word’s original meaning.

I looked it up:

Comes from the Greek μῠστήρῐον (musterion?) which means revealed secret.

So that word was probably used to apply to things about God that Jesus revealed by his teaching and life. The Latin translation kept using this word all the while the English translation of that word (what came to be mystery) seemingly morphed to mean something more like “ununderstandable” like you said.