In your opinion list one single mystery (besides the MIB because it is a given that that must be answered) that you believe is the BIGGEST mystery in the show which must be answered for the show to give you some satisfaction and closure.
I am going to say mine is the FDW. Besides Smokey, I think this is huge. I want answers to the mysteries of who built it, why they built it, what exactly is happening to the island when it is turned and what happens to the person that turns it and how it is possible according to the story. It does not have to be some completely plausible physics answer but must go along with the plot. I have to know why you exit in Tunisia. I will not accept this not being answered. The writers added it as one of the BIGGEST mysteries and IMO they should be held accountable for its answer.