This is one of those subjects that comes up a lot and is hard to talk about because Mysteries are hard to talk about and a lot of people are unclear on what they are, why they're important, and so on.
From a religious witchcraft standpoint, most formalised Craft traditions have Mysteries, and this is the core of the practice; generally speaking, what training is done in the tradition prior to initiatory work is intended to prepare people to receive those Mysteries without damage, establish a basic language for those Mysteries, or otherwise lay groundwork. When there are multiple degree systems in those traditions, the additional degrees seem to come with additional Mysteries.
From a reconstructionist standpoint, Mysteries are controversial. THere is evidence for their practice in many ancient cultures, often as distinct sects on the edges of mainstream religious practice. However, because Mysteries were either secret (oathbound) or difficult to discuss, the tangible evidence for how they were conducted is pretty thin on the ground and the procedures for bringing people to the Mystery have been largely lost. We have hints, but not full stuff, and when we have full stuff (way way back on Delphi there was a thread Loreley started about a major ritual that might have been a full description of how to go about a Mystery initiation) we don't necessarily know if we have all the components. (If something required a full town's participation we're not too likely to recover that.)
Anyway. So: What are Mysteries?
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