Ephesians says the mystery revealed is that Gentiles are “fellow heirs, members of the same body, and partakers of the promise in Christ Jesus through the gospel.” It presents this as something made known by revelation. See Ephesians 3:4–6.
In Ephesians 3:1–7 Paul pauses to explain why he is suffering imprisonment and how that connects to his work among non-Jews. He assumes his readers have heard that God entrusted him with a role: to pass on a message that had been hidden before but is now being disclosed. This section continues the train of thought from the earlier claim that Gentiles who were once outsiders have been brought in and are now part of one new community (see Ephesians 2:11–22).
Paul presents his imprisonment as tied to Christ and as connected to his work “on behalf of” Gentile believers (verse 1). He assumes his readers have heard that God gave him a task: a stewardship/administration of God’s grace directed toward them (verse 2).
A careful answer keeps the immediate passage, the book's argument, and the whole-Bible storyline together, so the question is answered in context instead of as a detached idea.
Start with Ephesians 3:4-6, then read the surrounding section so the answer stays connected to the passage's flow.
4whereby, when you read, you can perceive my understanding in the mystery of Christ;
5which in other generations was not made known to the sons of men, as it has now been revealed to his holy apostles and prophets in the Spirit;
6that the Gentiles are fellow heirs, and fellow members of the body, and fellow partakers of the promise in Christ Jesus through the gospel,