Mystery movie is quite similar to its main genre – crime movie. The thing, which makes these films different from detective stories and crime films is in total unknowing and secrecy around the main antagonist.
Mostly, the main hero of such stories is a private detective who finds himself in the right place at the needed time and have to unravel crimes and define the criminal. Very often mystery movies are based on detective novels, so they are screen-version of the most prominent stories ever written. It is interesting to watch such movies and try to understand the way of thoughts of a detective. Such stuff often becomes mental pabulum, and sometimes this knowledge can be applied to some situations in real life. That is how detectives are born!
The main peculiar thing is that the plot is made so intricately, that you sometimes have no clue who a criminal is. Such suspense is the most distinctive feature of mystery as a genre.