Have you ever heard of a mystery book or movie? It's when there's something that happened a long time ago that nobody is quite sure about. Well, a historical mystery is when there's something from a really long time ago that nobody is quite sure about.
It could be something like a treasure that was buried a long time ago and people are trying to find it, or it could be something like a really important document that was lost and nobody knows where it went. Sometimes people even try to solve really old crimes to see who did it and how they did it.
The reason these things are called mysteries is because nobody knows all the answers. That's what makes it interesting! People can do research and try to put together clues to figure out what really happened, but sometimes there just isn't enough information to solve the mystery.