Not really a creepy mystery, it’s more a cosmic existential horror with no answer.

I’m the only consciousness in existence and reality is a hallucination. Every other person is just an imaginary meat puppet. They only exist because I will them into existence. They do not experience the world and have no free will. When I die, the dream is over and reality will cease to exist. Best of all, you can’t disprove this hypothesis - like Last Thursdayism, all evidence against it is just part of my imaginary universe.

It did wonders to my thanatophobia.