An element of mystery is established through prose and tone more than anything. How one carries him or herself, for example establishing a certain amount of reticence or a propensity towards jabbering constantly while saying nothing of import, will do more to create mystery than merely withholding information.

I would argue everyone is "capable of that", for not every sheet needs be a masterpiece, a few sentences of tbings you think important help define your ability to roleplay. Sure he may be dark and brooding but maybe it's because he lost a child... this presents the possibility of an arching internal pain when a child runs up to him at the local village. Such things are not burdens, they are tools.