Christianity is the mystery religion par excellence.
Christianity is not a ‘religion’ nor a confession in the way the last three hundred years would have understood the word: a system of more or less dogmatically certain truths to be accepted and confessed, and of moral commands to be observed or at least accorded recognition. Both elements belong, of course, to Christianity, intellectual structure and moral laws but neither exhausts its essence. [Nor is Christianity] a matter of religious sentiment, a more or less emotionally toned attitude…St. Paul thinks of Christianity, the good news, as ‘a mystery’. But not merely in the sense of a hidden, mysterious teaching about things of God…[For St. Paul] ‘mysterium’ means first of all a deed of God’s, the execution of an everlasting plan of His through an act which proceeds from His eternity, realized in time and the world, and returning once more to Him its goal in eternity.
This mystery is Christ, to be certain, but it is not enough to simply state this. In fact we would say that it is difficult to appreciate Christ without regaining an understanding of the full significance of the term mystery in the Biblical context, since we should not assume that it was chosen lightly and can say emphatically that it did not have the same superficial meaning that it has today—merely that of something strange and the meaning of which no one knows, like an unsolved murder that will ‘always remain a mystery.’
To anticipate what we’ll say elsewhere, it is enough to say that the ‘mystery religions’ of the ancient world existed for the sole purpose of initiated their adherents into an esoteric knowledge of the highest order, and although we imagine that they are called ‘mysterious’ because we know nothing about them, they were called this even at the time and by those who knew everything about them, and because the term mystery meant something far more than the vaguely indiscernible: it referred rather to a sacred reality, or to a knowledge of the hidden acts of God.
It is sometimes debated whether or not Christianity is initiatic, but in this light it is more initiatic than any initiatic organization that has ever been, because initiation is all that it is.
It is precisely the key to the Christian Revelation that Guenon misses or which, we might say, is incompatible with his intellectual makeup, and this is the explanation for everything else he says about it.
 The Mystery of Christian Worship, (New York: Crossroad/Herder & Herder, 1997), p. 9.