When it's clear you introduced mystery after mystery with no way to answer most of the mysteries you introduced, you're doing a bad thing.

I see it a lot in TV, these days, actually.

Step 1: Introduce mysterious concept. Give your audience hope there will be an answer.

Step 2: Enjoy ratings are viewers wait patiently for answers.

Step 3: Never answer questions. Move on to new mystery.

Even Game of Thrones is doing this now. It's bad.