How can you say that the story The Lost Jewels is mysterious?
The Lost Jewels by the Choose Your Own Adventure series is part of the idea that the outcome of the story depends on which choice you give your character. Part of the mystery here is the idea that you don't know what outcome will arrive until you select it.
Within the story itself, the plot about stolen jewels and previous family member deaths create the sense of foreboding and mystery as you search for the jewels to return to the museum. Through foreshadowing (hints along the journey), the author seeks to get you closer to the jewels and the identity of who stole them and then when you make your choice about what to do, then you get to read about another part of your family history.