Right, I would imagine a process in, say, a PbtA-based murder mystery game going something like the GM setting a scene "You are on the scene of a murder, the victim lies nearby." and then just asking questions of the players, "Detective Bates, are you examining the area? Oh, I'll focus on the victim, what do I see? I don't know Bates, what DO you see? Well, the victim's throat was slashed..." There you go, you now have a murder, there's a victim, there's at least one character investigating. The GM has introduced the FACT of a murder, and the player has defined a, putative, cause of death. These are canonical facts, and maybe others exist too, but this is a perfectly good process! While it is true that it MAY not be a mystery to the players as to who committed the crime, at least not forever, such a game could quite easily arrange for an additional mechanism that would allow that. Certainly it is a mystery at this point to the CHARACTERS! In DW specifically, since it doesn't focus on this sort of plot, chances are the 'mystery' will be largely authored by a combination of the players and the GM such that the characters will be confronted with some sort of dramatic tension.