One of the main draws of Mass Effect are the many mysteries in the Milky Way. From planets with disturbing, billion-year discoveries that hadn't been solved, to ruins and artifacts from long-dead civilizations, the Mass Effect universe is filled with mysteries that were left unsolved at the conclusion of the trilogy. Players were delighted to see the continuation of the Mass Effect series announced with the hope that some of these questions will be answered.
Some of these mysteries have more mundane answers; for example, anything relating to dark energy was explained by the developer to be a part of a plot thread that was ultimately cut from the game. Despite this, they're still compelling mysteries that the story could circle back to in Mass Effect 4, and have potential to become some of the most interesting plot points in Mass Effect 4.
Mass Effect's Question of Dark Energy
Tali's recruitment mission in Mass Effect 2 happens on the planet of Haestrom within Geth space, where she's been sent by the Fleet to retrieve readings of the planet's sun. The star is cooling far too quickly, and the Quarians believe the sun is dying before its time because of dark energy. This won't be the last time dark energy is mentioned; Mordin's Loyalty Mission also brings up dark energy when encountering a dead human test subject. Dark energy is dropped in Mass Effect 3, which leaves the question of why Haestrom's sun is dying prematurely unanswered, as well as leaving sinister implications for dark energy in the galaxy going forward, especially considering the Scourge in Andromeda.
The ending of Mass Effect 3 will be important going into Mass Effect 4, and the question at the front of every player's mind is Shepard's survival. It's made clear in the Control and Synthesis endings that Shepard either dies or their consciousness is absorbed into the Citadel; it's only in the Destroy ending with a high Galactic Readiness score that they live. While this doesn't bode well for the hero, it isn't the first time Shepard survived a death experience, and the Mass Effect 4 teaser trailer hints at their survival. How Shepard could have survived the ending is a mystery, along with the implications of the continuation of the galaxy after something like the Synthesis ending.
The Threat In Mass Effect That Spans Galaxies
Mass Effect 3: Leviathan introduced the Leviathans, an all-powerful species of squid-like aliens who were also the creators of the Intelligence connected to the Reapers. Unable to control their synthetic creation, the Leviathans decided to hide to escape the Reapers' unrelenting harvest of organic life. Shepard finds them and convinces them to join the fight against the Reapers, but it is unclear what the Leviathans will do once their only threat is gone.
The Citadel was badly damaged in The Battle for Earth, and Shepard's brief trip on the space station didn't give any indication of life. However, it's unlikely the Reapers killed the millions of people on the Citadel instead of harvesting them, and it's more likely they were kept alive during the transit to the Sol system. Fans have theorized what happened to the people on Mass Effect's Citadel, both before and after it was used as the Crucible, and if there's any chance the people on board the space station survived the experience.
Mass Effect Has Some Shady Businesses
Shepard runs into various shady organizations over the course of the trilogy, the worst of them operate as businesses that are fronts for experimentation on people. One of these organizations is ExoGeni, the business that funds Zhu's Hope, a colony that settled on a former Prothean world and, unintentionally, right above the home of the Thorian. Rather than moving the colony, ExoGeni used the colonists to test the capabilities of the Thorian. Later in Mass Effect, Shepard runs into other Thorian slaves inside Cerberus bases on other planets. This has some worrying implications about ExoGeni and their true intentions, and some fans have theorized the organization had always been a front for Cerberus.
Another mystery involves Mass Effect: Andromeda, which was mentioned in the teaser for Mass Effect 4 with the appearance of the Andromeda Galaxy and the mention of the departure of the Arks. One of the biggest mysteries that was introduced in Mass Effect: Andromeda was the Benefactor, someone who funded the Andromeda Initiative because of the Reaper threat years before the Reapers appeared in Mass Effect. The Benefactor supported Shepard's claims about the threat, was incredibly wealthy, and wanted all civilizations in the galaxy to live on in Andromeda.
Theories about whom this person was range from The Illusive Man to the Shadow Broker, but neither candidate quite fits the description. Whether the Benefactor accompanied the Arks to Andromeda or remained in the Milky Way is a mystery, but it's likely there'll be an answer as to who they were in Mass Effect 4, how they knew the Reaper threat was coming, and why they supported Shepard.
Mass Effect 4 is in development.