As other Educators have commented, the mystery in Jane Eyre is the discovery of Bertha, Rochester's wife, which happens in Chapter 26. Solving this mystery has many points of significance for Jane and for the novel, more generally.
First of all, for Jane, the discovery of Bertha forces her to deal with an important conflict. If she stays with Rochester, she not only faces Bertha's wrath, but also the threat of social scandal as she will be known as his 'other' woman. Furthermore, it has important implications on the rest of her life, as she sums up in Chapter 26: "Jane Eyre, who had been an ardent, expectant woman--almost a bride, was a cold, solitary girl again: her life was pale; her prospects were desolate."
Jane understands the importance of reputation and respectability so she leaves Rochester and makes a new life for herself. This brings her into contact with St John Rivers, a man who provides great practical help to Jane, in helping her to get a job as a teacher, but who also proposes marriage. This forces Jane to think about what she truly wants in life and prompts her to return to Thornfield to be with Rochester.
Secondly, Bertha's discovery pays homage to the idea of the 'madwoman in the attic,' a powerful literary motif in Victorian literature. It speaks of women's powerlessness in marriage, of male control over female bodies, and of the perceived dangers of unbridled passions. It also serves to drive the plot by forcing the characters to think about their deepest desires and how to attain them. The discovery of Bertha may drive Jane and Rochester apart, but it also pulls them back together, bringing the novel to its final conclusion.
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