It's funny. If someone had asked me, seven years ago, "what is the key principle of teaching Physics," I would never have said "mystery." Now it would be at least a top-3 idea.
The only way I know how to teach is this:
1) Students summarize their understanding.
2) We poke the universe with some experiment or activity.
3) Students admit that this makes no sense.
4) We name the mystery.
5) We use logic, more experiments, graphs, etc. to solve the mystery.
6) Students summarize their (new) understanding four ways, naming this their "current model."
7) We poke the universe again, and the cycle of confusion-->named mystery-->model begins again.
@fcjz I'm assuming this is about the Physics thing? One early mystery is that you have two acceleration equations: vf=vi+at, and xf=1/2at^2 + vit +xi.
I don't give students these equations; I give them lessons in how to use lab equipment, and have them discover them experimentally, especially when they compare their results to each others'. But even then, I get groups to interrogate each other until they are able to explain these equations multiple ways. And it makes sense to them that, for instance, your change in velocity is your acceleration times time. But what really doesn't make sense is why there is an 1/2 in the 1/2 at^2, unless the students have really internalized calculus.
So I actually hype up the mystery. Role-play the frustration: where the heck is this 1/2 coming from?!? Then eventually we learn about average velocity, and everything makes sense.