Note: This post is in part a reaction and response to @sam9999's post entitled Unlocking the Puzzle: The Greatest Mystery of the 21st Century. Take a look at it to gain more context.
I once heard an interview with the celebrated Latin American intellectual Mario Bunge (1919-2020) who, when asked about mysteries in science, responded more or less by saying that "I don't like to use the word mystery for such things, because mystery implies that it is indecipherable or that it cannot be known". I thought that was quite reasonable and I tend to agree, especially when taking into account the context of what he was saying, although the word mystery can indeed also be applied to things that are yet to be understood or explained, which in turn implies their attainability.
Well, the natural world has phenomena that would certainly qualify as mysteries and @sam9999 tells us about that.
Genetic code?
According to @sam9999, 'two decades into the 21st century we are still no closer to understanding the genetic code'. But what does that mean? What exactly haven't we deciphered yet? The complaint is very ambiguous. As of 2003 the NHGRI had already successfully completed 99% sequencing of the human genome with available technology. Do you mean that evolutionarily we still do not know how the genetic codons for the individual amino acids were established or something? I would say that abiogenesis as such is the real mystery.
What is the true nature of reality?
I do not agree that this is a nomination for one of the greatest mysteries of the 21st century because it is not something that we are necessarily passionate about and has practical value. It seems more like something in the domain of philosophy. I've heard that most philosophers today are physicalists and materialists, that is, the assumption that there is an objective reality out there independent of our minds and existence, and that only the physical is primary and could give rise to consciousness and everything else. Scientists tend to go down the same path, although it's also true that there are some scientists who are highly idealistic and hold that almost everything is a construct of our minds.
What happens after we die?
As far as we know, we simply lose consciousness, our bodies begin to decompose and we cease to exist. How do you feel? It must be as if we were asleep without the possibility of dreaming. As Mark Twain (1835 - 1910) says "I do not fear death. I had been dead for billions and billions of years before I was born, and had not suffered the slightest inconvenience from it."
There is no reason to assume that special things happen to our minds once we die, unless we are motivated by another set of religious reasons. We know that these kinds of ideas have been inherited from ancient cultures and are motivated by superstition and ignorance rather than serious scientific concern. So I do not understand why it would be one of the greatest mysteries of the 21st century. It might have been in the ancient world, but not now that we know much better.
Is the Bermuda Triangle an Undiscovered Phenomenon?
Really? Is this a 21st century mystery? I invite readers to take a look at chapter 13 of Carl Sagan's (1934 - 1996) book The Demon-Haunted World where he includes this myth in a long list of overrated superstitions that we should stop repeating:
Typical offerings of pseudoscience and superstition - this is merely a representative, not a comprehensive list - are astrology; the Bermuda Triangle; 'Big Foot' and the Loch Ness monster; ghosts; the 'evil eye'; multi-coloured halo-like 'auras' said to surround the heads of everyone (with colour personalized); extrasensory perception (ESP), such as telepathy, precognition, telekinesis, and 'remote viewing' of distant places; [...]

⬆️ The Demon-Haunted World, an excellent book by Carls Sagan. Read it if you want to get rid of pseudoscience and focus on real science (Pictures: Wikimedia Commons)
A quick check on Google will reveal that this Bermuda Triangle thing is just an urban legend. Is there something I've missed?
Is There a Hidden Source of Energy on Earth?
If true, it may possibly have to do with fusion energy thanks to research conducted as recently as less than a month ago that may easily represent the biggest physics breakthrough of the past year and in a long time.
Has Humanity Been Visited by Otherworldly Visitors and Are UFOs Real and Do Aliens Exist?
Humanity may have been visited by extraterrestrial civilizations at some point, but for that we do not have even the slightest evidence and it also seems very implausible with the understanding of things we have so far. All attempts to suggest otherwise by the infamous History Channel as with Ancient Aliens have been debunked time after time. The History Channel has devoted itself more to spreading pseudoscience because sensationalism sells better.
Regarding the genuine scientific interest in extraterrestrial life, it is a somewhat long and very fascinating chapter and perhaps we could delve into it at a later opportunity. I recently recalled that Frank Drake (1930 - 2022) passed away in September last year and unfortunately that went unnoticed here. Real heroes and real science deserves more attention.