Un-mystery is at least as useful as mystery for a GM. Of course players are always going to take some things for granted, but when the world definitively tells them that something is true which might otherwise be in doubt, I find it really helps them get into a new mindset.
An example: gods in this setting definitely exist, and they are the source of moral law. The classic D&D character who acknowledge powerful figures like Pelor and Llolth as gods without thinking that fact will personally matter to them would have a hard time adjusting to this world where "evil" is not a cosmological measure so much as an expression of affiliation to one god or another.
Another example: the afterlife exists, and we know what it's like-- some tomes even have political maps of its various nations and features. This lifetime is understood by every faith to be merely the warm-up to what really matters, and iron is used to sever the souls of those we fear facing again in the second life.
These choices help to focus the theme of the setting. It organically encourages characters who are grappling with the implication of serving a definite force they don't fully understand, rather than with apprehension that it might be a lie. This focus isn't because one theme isn't worth telling stories about and another is, but because the investigation and reinforcement of a small handful of themes creates resonant, contemplative stories.
Deception and red herrings are overrated. Most of the documents found in Holy Selmat's libraries are accurate or at least earnest, yet the difficult task of understanding the past offers a rich problem for the players. Lies and schemes offer the possibility of complete solutions; once you find out who is lying, you can work backwards from why to how to learn what actually happened. But when your problem is not the result of malice so much as your inability to correlate a full account of a centuries-long story, you have to accept that some things will never be known to you, and you have to decide for yourself when you have enough of the answer to stop searching.
Oh my, that makes it sound like their research parallels the campaign themes we set up with our un-mysteries. How odd.
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