Rare adds "Mysteries" to Sea of Thieves, riddles that are solved partly inside and partly outside the game.
Mysteries are in fact riddles to be solved. These riddles are partly solved in the game, but hints can also be found outside the game, for example via social media.
Mysteries are not solved individually by players, but by the entire community together. Progress made is visible to all players. In this way, Rare hopes that players will work together to solve everything. In that sense, Mysteries are somewhat reminiscent of an ARG.
The description is pretty vague for now, but Rare promises that when the first Mystery starts sometime later this week, things will become clearer. The first Mystery should in any case be an investigation into a murder.