World Mysteries are special tasks that can be finished by completing World Mystery quests. World Mysteries reveal important information about the lore of Allods Online, and usually span multiple different quest chains and zones. You can check your World Mysteries by going to the World Mystery tab of your Quest Log.
You can receive amazing rewards for completing World Mysteries such as a new spell or a ruby to spend in your talent grid. For this reason it is very important that you complete every single World Mystery quest that you find. When you finally finish an entire World Mystery, you can go to your faction's Keeper of Secrets to complete the World Mystery and receive your reward.