A fun link from space.com, The Greatest Myths, Hoaxes & Mysteries in Astronomy and Space Science.

According to this article, life is the greatest space mystery.

Life remains the greatest mystery of science. How did it start? Nobody knows. Does it exist elsewhere? Nobody knows. Now that astronomers have discovered planets orbiting other stars, the second question has taken on some added urgency, helping to spawn an entire new field called astrobiology. For now, astrobiologists are the only scientists I can think of who are more clueless than biologists, because they ask both of the biggest unanswered questions (the two above), whereas biologists mostly realize they have their hands full with the first one.