The word mystery is derived from the Greek word mysterion.
There are 7 Mysteries that Jesus instituted:
The Sacraments of Initiation (these 3 are given to infants in the Byzantine rite and a solemn Holy Communion is later done at the age of reason):
1.Baptism
2.Chrismation (aka Confirmation)
3.Holy Communion (aka Eucharist)
The Sacraments of Healing:
4.Reconcilliation (Confession, [Act of Contrition,] Penance)
5.Annointing of the Sick
The Sacraments of Vocation:
6.Holy Matrimony (aka marriage)
7.Holy Orders (deacon, priest, bishop)