Young Writers Society

Give us interesting little bits of information, but nothing else. Maybe tell us what brand of cigarettes he smokes, but not what color hair he has. Maybe mention that he's got a scar, but don't tell us what it's from - at least not at first. (Or, if he's got a sense of humor, let him tell a different story every time someone asks. This could also apply to almost anything: why he walks with a limp, why he's got a particular nickname.)*

I think the important thing is that he does not draw attention to himself. (Strider just sort of sits there and watches, and then he's a grump and he doesn't tell anyone anything about himself, and on top of all that, he doesn't even have a real name. Until Gandalf's letter, he's a pretty creepy, mysterious guy.)

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*I always picture "mysterious" characters with scars and limps and strange names and smoking cigarettes. I dunno why.

I wrote a short tutorial about this!

http://snoink.com/kn/writing/characters/3.php

Anyway, also have them be portrayed as different. My mysterious character is Sadie's father, and he is seen as different by all the characters. His daughter thinks he is evil. Or something. But the head housekeeper thinks that his daughter really doesn't hate him. The head housekeeper thinks that Sadie's father is sadistic (but she likes that) and she thinks he's a hottie. His wife is pissed off with him. His manservant likes him a lot. And so you have all these different character reactions to the same person, and that can make him seem very mysterious because there is SOMETHING about him that doesn't add up.

Anyway, hope that wasn't too ranty...

You gotta love vague pronouns to add mystery. Other than that, i love meep's advice.