Everything we need to know about the unexplained is right there in the word “unexplained.” Not explained. Nobody has explained it yet.
Fortunately(?), people who use the word “unexplained” are often very keen to explain unexplained things to us. Hear a strange noise in the dark? Ghost. See an odd light in the sky? Aliens. Think of a friend right before they texted you? Psychic.
Explanations like “coincidence,” “honest mistake,” “illusion,” and “elaborate practical joke” are less popular with this crowd.