The most significant technique used to establish a feeling of mystery in To Kill a Mockingbird is foreshadowing. Foreshadowing is the process of giving hints at events to happen later on. The story begins with an older Scout describing the impact of the events of the book. By the end of the first paragraph, we already know that something exciting is going to happen.
The novel begins with a description of Jem breaking his arm. Immediately, the reader knows that there is some kind of danger or serious event that will take place during the book. She refers to it as an accident, but there is a mention of the Ewells and Boo Radley almost immediately.
I maintain that the Ewells started it all, but Jem, who was four years my senior, said it started long before that. He said it began the summer Dill came to us, when Dill first gave us the idea of making Boo Radley come out. (ch 1, p. 1)
With this description, we know some of the main characters. We wonder about who the Ewells are, and what they started that led to Jem breaking his arm. We wonder who Dill is, and where he came from. We also wonder who Boo Radley is and why they wanted him to come out. Therefore most major events in the book are already hinted at, there is a feeling of danger, and the reader is very curious to see what these sentences foreshadow.