There are a lot of mysterious how were the pyramids built? Why do they appear on every continent? Why are there structures that just couldn't have been built with the technology of the day? And so on.
There are a lot of theories, some talk about ancient alien visitors, some about an ancient great civilization maybe the similarities can also be solved by Jung's collective unconsciousness theory, I personally think that neither is a good enough answer. I was wondering what everybody else believes in and why.