I've been studying the Egyptian mysteries of Isis, Osiris, and Horos; I have no idea where they came from, though it seems noteworthy that they are illustrated in the stars, focusing on the heliacal rising and setting of various constellations along the galactic plane. Many of the other mysteries we know about—Innana/Ishtar and Dumuzid, Astarte and Baal, Aphrodite and Adonis, the Eleusinian mysteries, the Dionusian mysteries, the Apolline mysteries, the house of Oikles and some other parts of the Thebaian myth (like Oidipous), the house of Tantalos, the house of Danaus, Atalante, and (I think, though I have not studied it carefully yet) the Argonautica—all seem to derive from these Egyptian mysteries, as they share the same structure and tell the same story.
While I haven't dug very deeply into them, there seem to also have been the Mesopotamian mysteries of Gilgamesh and Enkidu; I also have no idea where they came from, though it seems noteworthy that they are also illustrated in the stars, focusing (as far as I can tell) on the movement of the planets along the constellations of the ecliptic plane. Some others of the mysteries, most notably Herakles, seem to derive from these Mesopotamian mysteries, as they share the same structure and tell the same story.
It's interesting to me that we see a lot of crossover and interaction between these two mysteries: for example, Gilgamesh spurning Ishtar (noting that Taurus, the Bull of Heaven, marks the intersection of the ecliptic and galactic planes just as it marks the intersection of the two myths), Herakles besieging Thebai, Jason taking Herakles on his voyage, etc. I have no idea if these indicate two parts of one greater story, or if they indicate the priority of one set of mysteries over the other, or if they simply show conflict between the different mystery schools.
I suppose that the mysteries are simply a mystery.
Occasionally, at long intervals, we see that an individual takes up the mysteries and sets out to retell them in their own way. "Homer" gave us perhaps the classic version of them in the Odyssey. Virgil retold an explicitly civic Roman version of them in the Aeneid. Apuleius retold an explicitly Platonist version of them in Cupid and Psyche. I haven't yet read it myself, but I'm told that Dante has retold a Christian-Neoplatonist version of them in the Divine Comedy. Within their various contexts, these are praiseworthy works, worthy of respect and ripe for contemplation.
My daughter and I recently finished reading Michael Ende's The Neverending Story, which follows in the same tradition, telling an explicitly Western-occult-revival version of the mysteries. I don't know who Ende studied under, but he certainly mastered at least the Lesser Mysteries, as he has missed nothing and provides worthy commentary and color on each point. One could do far worse than spending a year meditating one's way through it.
It's also, of course, an engaging narrative: my daughter—who, of course, has not studied the mysteries at all—loved it. If you haven't read it (and especially if you've seen the film, which is to the book as lead is to gold), I highly recommend it. It's worthy of your time.