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Many good answers already, and I'm certainly not an expert on this, but yet I think I can still add something I haven't yet seen, or at least not recognized, in the other answers: Tension and susp...
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#4: Attribution notice removed
Source: https://writers.stackexchange.com/a/33361 License name: CC BY-SA 3.0 License URL: https://creativecommons.org/licenses/by-sa/3.0/
#3: Attribution notice added
Source: https://writers.stackexchange.com/a/33361 License name: CC BY-SA 3.0 License URL: https://creativecommons.org/licenses/by-sa/3.0/
#2: Initial revision
Many good answers already, and I'm certainly not an expert on this, but yet I think I can still add something I haven't yet seen, or at least not recognized, in the other answers: Tension and suspense are emotional, while mystery is intellectual. I'd say tension is the basic reason why you read on. It is the emotional reaction you get from the expectation to learn or experience something you care about. You'll lose it if you either don't care (then you'll be bored), or no longer expect delivery (then you'll be disappointed). Mystery is an intellectual puzzle. The tension is generated by your curiosity, your desire to find the solution. If you don't care about the solution, the mystery won't work for you. Otherwise, learning the solution is a pleasure, finding the solution yourself in advance doubly so. Of course, the reason _why_ you care about the solution may well be emotional. Suspense is effectively fear. You fear for the character in danger. The suspension is created by your desire to resolve this situation, either by experiencing how the character is saved from the danger, or by the feared event actually happening (in which case you'll usually get new tension as you'll want to know how the protagonist deals with the result).