Enigma
If you don't know what an enigma is don't worry. That's exactly what this mysterious word intends. An enigma is something perplexing and hard to explain. It can also be a person who is difficult to understand completely, someone whose behavior seems inexplicable. Example: "Willie Wonka was an enigma -- nobody ever saw him or any of his workers, yet his factory continued to produce truckloads of the best chocolate."
Enigma, an English word since the 15th century, comes from the Latin aenigma. This was derived from the Greek ainigma, from the Greek ainissesthai (to speak in riddles). Ainissesthai was a variant of ainos (fable).