At the same time, pray also for us, that God may open to us a door for the word, to declare the mystery of Christ, on account of which I am in prison— (4) that I may make it clear, which is how I ought to speak.
So Paul was in prison because of the mystery of Christ. Ephesians 3:1 also says this:
For this reason I, Paul, a prisoner for Christ Jesus on behalf of you Gentiles.
Ephesians 3:4 explains that men had not previously known this mystery of Christ.
When you read this, you can perceive my insight into the mystery of Christ, (5) which was not made known to the sons of men in other generations as it has now been revealed to his holy apostles and prophets by the Spirit.
And Ephesians 3:6 explains the mystery which has been revealed to the saints:
This mystery is that the Gentiles are fellow heirs, members of the same body, and partakers of the promise in Christ Jesus through the gospel.
Paul explains more about it as we continue reading Ephesians 3. Verses 8-10:
this grace was given, to preach to the Gentiles the unsearchable riches of Christ, (9) and to bring to light for everyone what is the plan of the mystery hidden for ages in God who created all things, (10) so that through the church the manifold wisdom of God might now be made known to the rulers and authorities in the heavenly places.
So to summarize so far – through the gospel, the Gentiles are fellow heirs with the Jews and members of the body and partakers of the promise in Christ. Through the church, God’s wisdom would now be public knowledge.
For as many of you as were baptized into Christ have put on Christ. (28) There is neither Jew nor Greek, there is neither slave nor free, there is no male and female, for you are all one in Christ Jesus. (29) And if you are Christ’s, then you are Abraham’s offspring, heirs according to promise.
Another reference to this mystery is found in Colossians 1:25-27:
I became a minister according to the stewardship from God that was given to me for you, to make the word of God fully known, (26) the mystery hidden for ages and generations but now revealed to his saints. (27) To them God chose to make known how great among the Gentiles are the riches of the glory of this mystery, which is Christ in you, the hope of glory.
So for Jews and Gentiles, the revealed mystery is Christ in you, the hope of glory.