Throughout chapter one, the author tells the alleged story of Boo Radley through the eyes of a 6 year-old. This is important because 6-year-olds rarely keep track of enough details to be able to tell a story correctly. Yet, the details about Boo Radley and his blood-stained hands while he is a peeping-tom on Miss Stephanie prove that he possesses enough rumors about him to convince children he is a man of mystery worth keeping much distance from.
Furthermore, the author builds in some quirky situations that make us wonder as a reading audience. Scout, the narrator, refers to her father as "Atticus" instead of dad. The children also come close to the house of this alleged phantom in Boo Radley. Jem actually touches the house and mystery is built in Scout's mind when she sees the curtains move just a little bit. This let's us know there is someone in there, and the timing makes it seem that someone is watching them.
These unknowns that the author creates build mystery.
Mystery is immediately created in Chapter 1 of To Kill a Mockingbird with the mention of Jem's having had a serious injury, a "badly broken arm," when he was thirteen years old. This injury to Jem was an accident that resulted from actions initiated with the events that happened after the arrival of Dill Harris in the neighborhood one summer.
As the narrative by Scout begins, Dill is depicted as a precocious boy with a vivid imagination who becomes curious about the mysterious Boo Radley, a recluse in a dilapidated house across the street from the Finches.
At this point in the narrative, Scout broadens her focus by claiming that it all began with Andrew Jackson, and the reader truly wonders where the narrative is headed. But the reader soon learns that the South, much as the East, is haunted by its past.
Thus Scout creates a backdrop to her narrative that arouses the curiosity and wonder of the reader:
The Radley Place was inhabited by an unknown entity the mere description of whom was enough to make us behave for days on end....
Scout explains that Dill is fascinated by the Radley place where inside dwells a "malevolent phantom." Dill stands for long periods with his arm wrapped around the light-pole, starring at the house and wondering about its occupants. Scout recounts some rumors surrounding the place and the "misery of that house." In addition, Scout relates the history of Arthur Radley, who as a youth fell into the company of the Cunninghams from Old Sarum, "an enormous and confusing tribe."
Then, to add to the mysterious nature of the neighborhood, Scout narrates that a certain gossip named Miss Stephanie Crawford lives nearby. Miss Stephanie's tales about Boo's past are recounted by Scout. Further details about the reticent and anti-social Mr. Radley also contribute to the mystery.
Still another neighbor, Mrs. Dubose, is described as "plain hell," a description that creates a certain mystery about her.