Revelation 10:7 (KJV) But in the days of the voice of the seventh angel, when he shall begin to sound, the mystery of God should be finished, as he hath declared to his servants the prophets.
The fact that this is a mystery speaks to its challenges of interpretation. While there are a number of things the New Testament styles as a “mystery” I believe they may all be summed up in the Gospel of Christ.
The Old Testament promised a Messiah and gave prophecies regarding His:
But these things were mysteries to the Jews, so much so that they missed the Messiah when He stood right in front of them.
The coming of Christ as a lamb
The judgment of Christ in the place of sinners
The church of Christ composed of Jews and Gentiles
These were all mysteries in the Old Testament that were revealed in the New Testament and find their fulfillment and finish in the end of the Tribulation.