This chapter guides the reader through three related enigmas of modern physics. The first is a mystery of quantum mechanics. Important aspects of quantum mechanics are still not truly understood, although competing theories have been proposed, including the Many-Worlds approach. The second enigma is the emergence of spacetime, and especially the way it interacts with gravity. Rather than following the traditional methodology of ‘quantising’ classical theories, the author proposes an alternative approach and instead seeks gravity within quantum mechanics. The chapter concludes with a discussion of the mystery of the arrow of time: what distinguishes the past from the future. Together, these three mysteries of modern physics serve as an important reminder of the endurance of enigmas in the very foundations of scholarly fields. Re-examining founding principles can provide a constructive alternative means of investigating mysteries, not only in modern science but also across other disciplines.