There were many truths hidden and later revealed in the New Testament that are called mysteries. Here is one: Jew and Gentile brought together in one body in the Messiah. Paul not only wrote of the mystery that, in Christ, Jew and Gentile became one in God’s sight and in His kingdom and family, but also explained and clarified that truth. He realized that spiritual knowledge must precede practical application. What is not properly understood cannot properly be applied.
Commentary from the MacArthur study Bible, notes for Ephesians 3:4.