In the first three chapters of Ephesians, Paul mentions the mystery of God's plan. In the context he is referring to God's amazing plan to include Gentiles in the Church along with Jewish people. While we now understand the mystery, those before the death of Christ had little idea that something like this would be taking place. It was a mystery that God kept secret until he wanted it to be revealed.
Sure, we can look back and see God working in the lives of Gentiles in the Old Testament. Rahab, Ruth, Naman, and the Ninevites during Jonah's time were not Jewish but all were included in God's plan at that time. For the most part, God's plan was focused on Israel in the Old Testament. So when his plan was revealed that Gentiles would be included in the Church it was a big surprise.
God's plan can still be a mystery for our lives. What does God want for my family at this time? Should I stay with my current employer? Does God want me in full-time Christian service? At this moment, that may be a mystery. But at his appointed time, God will make clear what his plan is. He knows the what, when, why, where, and all the other answers that we seek in life. Until then, we need to faithfully carry out the Great Commission and to walk humbly with him. He will reveal the mystery of his will when he is ready.