A superb essay by Richard Cocks: Taleb, Mystery and Conservatism.
It addresses the mystery in science, medicine, economics, predictions, and history. One quote:
One of the things I have found interesting about Taleb is the way he extends what I had in my own thinking thought of as ‘mystery’ to areas of human life I had not previously considered. My list of the ‘mysterious’ had included life: what is it, where did it come from and why; consciousness, morality and free will. Emotion too is mysterious because it is implicated in a proper existential attitude to the world and yet it is not fully intelligible. Emotion complements reason but by definition is not simply reason itself. Thus its workings and logic has to be intuited and felt rather than fully explicated.
Taleb extends mystery to include historical events, the workings of medicine and the future. We simply cannot predict the future and certainly not from extrapolating from current trends. If we can’t explain the past nor predict the future, then it may seem as though life is just a little too mysterious. But, like Socrates, Taleb’s starting point is that much of wisdom consists in acknowledging what we don’t know. Plato's Socrates thinks that, having discovered our ignorance, we should seek to remedy the situation. Taleb probably has a more modest idea about how far we really do this.