The year is 1993 and Dragon Quest could not possibly be hotter in Japan. With strong characters and varied gameplay, it's still considered one of the best games for the Famicom (Japanese Nintendo) even today. Smelling the sweet scent of piles-o-money, Chunsoft (original developer of the Dragon Quest games) took a hard look at what they'd made and realized "We can totally make spin-offs of this!"
So they did. They made a game starring shopkeeper Torneko. "Torneko's Great Adventure in the Mysterious Dungeon" was ALSO a huge hit, and it kicked off a long sprawling series. Next up came "Shiren the Wanderer", an original character (do not steal) who came upon mysterious dungeons of his own. Later, Pokemon got involved. Nowadays you really can't throw a rock without hitting a game where someone, be they Twinbee, Tales Of, Landstalker or Touhou characters, walk into a deep dungeon and look around and proclaim that it is Mysterious, or something else close to that which is non-copyright-infringing. Chunsoft doesn't even have to make these games! They're a genre to themselves now.
Okay, but what IS a mysterious dungeon?
If I say 'roguelike' and you nod, you're good.
Aside from that:
Mystery Dungeons -
ARE RANDOMLY GENERATED: The biggest thing about the genre is that they're all turn-based dungeon crawls. You go down into a dungeon, and that dungeon is random. If you leave a floor and come back, it will be randomly generated a second time. You can't count on anything to stay the same from trip to trip. The one thing you CAN count on is that your goal is to find the stairs and go to the next level, until you get a chance to leave.
CONTAIN RANDOM TREASURE: An extension of the above. All the loot you find inside of that dungeon will be randomly generated within a set of parameters specific to that dungeon, and will need to be identified before you can use it properly.
Usually this includes descriptive words: You'll find (for example) a "dusty book", identify it, and it will be a "magic book". In harsher games, this changes every time you go in, so if you find a "dusty book" on a second trip, it may be a "magazine". In lighter games, a "dusty book" will always be a "magic book".
BRISTLE WITH TRAPS AND MONSTERS: Any time you spend NOT finding items in a mystery dungeon will probably be spent fighting monsters. There are usually a plethora of them each with their own little gimmick, and naturally the deeper and further you progress, the more ridiculously killer these monsters become. There are also traps all over the dungeon floors, sometimes easily identifiable, sometimes not. Some of these traps are beneficial! Most aren't.
MAKE YOU HUNGRY: If you could hang around and grind monsters forever, Mystery Dungeons would be a lot easier. You can't have that, naturally, so most games include a "hunger" or "stamina" mechanic. If you don't eat, you starve. Food is usually extremely hard to come by. Hurry up.
KICK YOU IN THE GENITALS: You are on floor 27 of 30. You have no food and are starving. Your weapon just broke. Your backup weapon was just thrown across the room by the breath weapon of one of the six monsters around you. You have an inventory full of items, but you have no idea what any of them are, although you may have enough out-of-game knowledge to guess at a few of them. The stairs are right over there. Sit and think about what you want to do as long as you want, that's the beauty of a turn-based system. You'd just better come back with a good battle plan and phenomenal luck. Otherwise...
LIKE TO MAKE YOU START OVER: You're starting over again, at experience level 1, with nothing in your inventory. Maybe you managed to send some items back to town and you have a starter cache of equipment to make the next run easier. Maybe this time you'll have better luck. You'll find that +4 weapon on the first level, get some armor and a rockin' spellbook, and cut through to the boss. Maybe you'll successfully steal thousands of dollars of merchandise from a shop and get away with it. Maybe this time, things will be different.
That's a Mystery Dungeon.
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