This marks the beginning of a series on the word musth/rion (myst¢¡rion, “secret”) in the New Testament, especially as it is associated with the concept of the Kingdom of God, an association that goes back to the earliest layers of Gospel tradition. That is the point at which this series begins, with a set of notes on the Synoptic saying of Jesus in Mark 4:11. First, however, it is worth looking briefly at the derivation, fundamental meaning, and historical background of the word musth/rion.
While the etymology of musth/rion is not entirely certain, most likely it derives from mu/w, “close, shut”, referring to something about which one should keep one’s mouth (or eyes) closed, i.e. keep silent. The common translation “secret” in English is generally accurate, and as good as any other. The word, of course, passed into English, transliterated, as mystery.
The noun musth/rion is used most frequently in the context of the so-called Greek “mystery religions”, an umbrella term referring to a variety of religious rituals, etc, which were practiced by closed groups of initiates. Such groups often had strict protocol and requirements to keep the details of their rituals secret and hidden from outsiders. Typically, in these contexts, the noun occurs in the plural (musth/ria, “secrets”). It is attested as early as Heraklitos (late-sixth/early 5th century), if we are to trust the citation by Clement of Alexandria (Protreptikos 22 [Frag. 14]), and occurs also in Herodotus 2.51.4. Occasionally, however, other words are used, such as teleth/ (e.g. Pausanias 10.31.11) and o&rgia (e.g., Hom. Hymn  to Demeter 273, 476), referring to (secret) rites that are completed or performed.
The word musth/rion is quite rare in the Greek version (LXX/Theodotion) of the Old Testament, being generally limited to translation of the Aramaic zr* (plur. /yz]r*) in the book of Daniel (2:18f, 27-30, 47; 4:9). It is also used in the (Greek) deutero-canonical books of Wisdom (2:22; 6:22; 14:15, 23; cf. also 8:4; 12:5), Sirach (22:22; 27:16, 21), and others (Tobit 12:7, 11; Judith 2:2; 2 Macc 13:21). The Aramaic word zr* is itself a Persian loanword (r¹z¿, r¹z) meaning “secret”, corresponding closely to Grk musth/rion. I will be discussing important occurrences of zr* in the Qumran (Dead Sea Scroll) texts in an upcoming article.
With this basic background in mind, we may now turn to the usage of the word musth/rion in the New Testament.
For further background on the word, you should consult the extensive article by Günther Bornkamm in the Theological Dictionary of the New Testament (TDNT), IV:802-28 (esp. pages 803-17).