The Master of Mystery is a very intriguing figure as it is an immortal that was taken into captivity by the Celestials on a moon on a planet far away from the solar system, where he, she or it (Note: The true sex is unknown, it is proceeded by considering the person as an "it") is supposed to be imprisoned until the end, as the powers held by the immortal are far too great of a threat to everything in the Cosmos, as it would allow the Master of Mystery to roam around freely.
Little to nothing is known about the origin of the Master of Mystery, as nothing even indicates an origin of the person itself. When the Master of Mystery was finally captured, those of the celestials, capable of mindreading, tried to find the beginning of the memories of the Master of Mystery, but all they found was a picture of a village, where the Master of Mystery fled from when they came to take it into imprisonment. So the celestials, hiding their true identity, came again down on the village and asked its inhabitants of the village whether they had lived with a strange man or woman. No matter whom they asked, they all denied the existence of such a person living with them and when they were tested for speaking truth, they all did and held tight to what they said before. Leaving the village, the Celestials wiped the memories of the inhabitants clean of their visit.
Multiple interrogations were held with the Master of Mystery and in all of which the goal was to distract it long enough or to disturb its concentration long enough so that the mind readers would be able to sneak into the inner consciousness of the Master of Mystery. One of the conversations ended with the Master of Mystery saying he knows what they are trying to achieve with the constant talking and switching topics and that it (it referred to itself as he and was disguised itself with the appearance of a human male) would allow the sneaky celestial to view its thoughts. Only moments afterward, the celestial that tried to read its minds was found dead inside the sensory proof room it tried to read the mind of the Master of Mystery from, the consciousness was gone and the expression of the face in sheer terror. When the interrogators returned to the cell the Master of Mystery was imprisoned in, they found it smiling and it apologized for the tragedy it created, saying they should not have tried to underestimate it and its abilities.