The unknown is a partial definition of mystery. In physical cosmology there are several obvious ones. What gravity really is, is the central mystery of cosmology presently I think.
Graviton particles haven’t been found, it acts at the speed of light and is so basic and essential in holding planets together and making fusion work in stars. Galaxies couldn’t exist without gravity.
There are many theories about what causes gravity and what space is and time. One can kind of construct their own model of cosmology mechanics from all of the custom theory parts on the physicists’ shelf.

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