Re: mysteries
Recently Jim said, while on a "Supernatural CSI" panel, that the way to do a mystery is (paraphrase here) "Write a newspaper headline with all of the information - how it happened, who did it, where it happened, etc. Then take away parts until you are left with what your detective character knows. Sometimes that is nothing at all."
Re: revealing magic
Another panel (no Jim, but some other authors like Brandon Sanderson, John Ringo, and Timothy Zahn) basically said "Reveal as little as you can get away with. Make sure your magic is consistent, but don't go into detail if you don't have to."
I do agree, though, that for DF there is a need, but it still all comes out over time.