Luna. It has a mysterious and otherworldly feel, like the moon it's named after. It could be the name of a girl with special powers in a mysterious story.
One good option could be 'Nightshade'. It has a very mysterious and slightly dangerous connotation, often associated with poison in some cultures. Another is 'Mistwalker'. The idea of walking through the mist gives an air of mystery and the unknown. 'Eclipseborn' also works well as it ties into the idea of something being born during an eclipse, which is a very rare and mysterious event.
Well, 'Silentcrest' is a great mysterious town name. The 'silent' part makes you think there's something hushed up or a sense of foreboding. 'Twilight Pines' is also mysterious. The twilight gives an in - between feeling, neither day nor night, and the pines add to the spooky atmosphere. Then there's 'Gloomridge'. Just the name gives the idea of a place that's dark and full of gloom.
One approach is to draw inspiration from mythology or folklore. For instance, using the name of a lesser - known mythical creature such as 'Grimalkin' which has an air of mystery around it. You can also play with the idea of lost or forgotten things. Names like 'The Lost Key's Secret' can be very mysterious as it makes the reader wonder about what the lost key is and what its secret might be.
Eris. This name has a sense of chaos and mystery, fitting for a character who disrupts the normal order in a story. Ravenna is also a great choice. It sounds dark and alluring, like a girl from a shadowy, secretive world in a gothic - style story. And then there's Zephyr. It can be used for a girl who is like a gentle yet unpredictable breeze, adding an element of mystery to the story.
Ophelia is a very mysterious name. In Shakespeare's play, Ophelia is a complex and somewhat mysterious character. Another option is Lyra. It makes one think of the constellation, something far away and full of mystery. And there's also the name Iris. In Greek mythology, Iris was the goddess of the rainbow, which can have an air of mystery as it bridges different elements and is often seen as something beautiful yet not fully understood.
Cypher. The word 'cypher' itself has connotations of secrecy and mystery, as it is often associated with codes and hidden meanings. A character named Cypher in a story could be a master of secrets, perhaps a spy or an expert in decrypting ancient texts, his true identity and motives always kept under wraps.