Usually when I read this word, I imagine it is related to mystify or mystery, which something secret or puzzling. But the way it was used in The Greatest Adventures of Sherlock Holmes, in the story “Wisteria Lodge”, I decided to look it up. I thought I was wrong about the definition for some time. But, apparently, mystification is the noun version of the verb mystify, so I was right.

Mystification – the state of feeling confused by something impossible to understand (and mystify is to perplex or bewilder)

Usage: “I can make nothing of this mystification of Scott Eccles.”