Due to Lily's sacrifice of love, Voldemort's killing curse failed to affect Harry and instead rebounded on himself.
Had Voldemort died from the rebounding curse, there would be no mystery. The killing curse meant for baby Harry instead landed on the perpetrator and ended him, as expected.
The mystery is why Voldemort didn't die. Why was he left alive, having simply lost his powers, as opposed to completely dead, which would have made sense?
In 2004 (before Book 6 was released and we were introduced to Horcruxes), J.K. Rowling hinted at this:
We should be asking "Why didn't Voldemort die?" Not, "Why did Harry live?" but, "Why didn't Voldemort die?" The killing curse rebounded, so he should have died. Why didn't he? At the end of Goblet of Fire he says that one or more of the steps that he took enabled him to survive. You should be wondering what he did to make sure that he did not die — I will put it that way. I don't think that it is guessable. It may be — someone could guess it — but you should be asking yourself that question, particularly now that you know about the prophesy.