I don't know why people call them mysterious, though. Every human being has an opportunity to study them, every night. You want to learn what happens? Lie down and pay attention. There's a whole branch of yoga on it, yoga nidra. I remember being startled by a poem I read in college, in which the poet talked about passing a "bright floor" before descending into the darkness of sleep -- being fascinated but unable to reach it.
I was like, dude, that's where I get off every night.