A mystery I propose to explain.”
What is the mystery the speaker proposes to explain?

Explanation

The mystery that Gerrard proposed to explain was the story he made up to dodge the intruder and save his own life. The story was that Gerrard himself was a criminal like the intruder. He asked the intruder why else would he not meet any trades people and be a bit of a mystery man here today and gone tomorrow. The game was up as things had suddenly gone wrong for him. He had committed a murder and got away. Unfortunately, one of his men had been arrested and certain things were found which his men should have burnt. He said that he was expecting some trouble that night and therefore, his bag was packed and he was ready to escape.