The Guild of Mystery is one of four guilds in Dungeon Lords. When you join it, you'll add the first tier rogue class to your character (unless that was the class you selected at character creation). This guild works about the same as the other guilds in the game, except that you'll have to go through a pre-initiation quest (#1) before you'll be allowed to accept the initiation quest (#2). After those two quests, you'll be given a second tier class quest (#4-5), then you'll be given a guild quest (#3), and then you'll be given a third tier class quest (#6-7). You can join two guilds in the game, but you can only select one third tier class for your character, so try to plan out your advancement before selecting any quests.
The Guild of Mystery has two guildmasters:
1 - Pre-Initiation Test
Go to Custard Mansion and retrieve the treasure map there.
This quest is covered in the Custard Mansion entry of the Human Lands section. If you complete the test, then you'll be allowed to join the Guild of Mystery and accept the initiation quest.
2 - Initiation Quest
Deliver the treasure map to Vartugg in Skuldoon.
Despite what the quest says, you won't actually give the map to Vartugg. Instead, you'll give it to a lieutenant of his named Mundruff. Mundruff is located in Vartugg's Fortress in Skuldoon. Once you've handed over the map, you'll get to select a heraldry bonus, your rogue class will become active if it wasn't before, and you'll gain the ability to add a second tier rogue class to your character.
3 - Second Guild Quest
Find the hideout of Sleth Silverbane in the Forbidden Lands, spill his guts, and return "The Hanging of the Brae Witches" painting to the Guild of Mystery.
Sleth can be found at #3. He's a zaur (lizard), but otherwise he's pretty ordinary. When Sleth dies, he'll drop Sleth's safehouse key. The safehouse can be found at #3a. Inside the safehouse, you'll discover the painting that the guild wants back, plus some crates and a pair of level 10 chests (depending on the version you're playing, the chests might be broken). Inside the chests you'll find leather pro magic, the headhunter charm, and a shuriken of night.
When you return the painting to the Guild of Mystery, you'll earn a heraldry bonus, and you'll become eligible to select a third tier Guild of Mystery class.
4 - Hunter Class Quest (Class Information)
There is a gigantic beast called the Brimgulden located in the Northern Steppes. You must find the beast, kill it, and then return with its horn.
The Brimgulden is a more powerful version of the borloth, but it fights in exactly the same way. If you're playing the Collector's Edition, then the creature will drop a Brimgulden's horn when it dies. Otherwise, it won't drop anything. You'll get to keep the horn after completing the quest.
5 - Trickster Class Quest (Class Information)
Travel to the Tomb of Souls, and there call the Watcher to summon the fiend Agula. You cannot destroy the fiend, but you can still win the contest. Best the Agula and claim its prize.
The trick here is in the wording of the quest. You can't defeat the fiend, but that leaves the door open for everybody else. So what you'll need to do is summon rats or undead (or something better, if you're capable and have the spells), and then distract the fiend while your allies damage him. It's sort of an annoying battle, since you won't be able to see how much the fiend has been damaged, but eventually your allies should be able to do the job. It'll probably take several summonings though, so be prepared.
When the fiend dies, it will drop a crystal of emptiness. Taking the crystal to the Guild of Mystery will complete the quest, and the guild will allow you to keep it. The crystal is the same as the crystal from the Celestial class quest, and, as such, it can be upgraded at the Altar of the Diamond Light (in the fire drake breeding grounds west of Arindale) to form the diamond light crystal, a fairly nice dagger.
6 - Ranger Lord Class Quest (Class Information)
Journey to the Vale of Ruin and defeat Javetta the Slayer and her men.
Javetta is one of the easier class ascension bosses, and we didn't see any evidence of her men. For defeating Javetta, you'll receive "the hunter" heraldry bonus.
7 - Cabalist Class Quest (Class Information)
Journey to the Vale of Ruin and defeat the evil conjurer Daedelus Thule and his army of undead.
Daedelus Thule is a nasty spellcaster. If you're playing a regular version of Dungeon Lords, then Thule will start out with some skeletons around him, but he won't summon any more help. If you're playing the Collector's Edition, then Thule will have those same skeletons with him at the start of the battle, but he'll also summon demons and specters to help him out. However, to make up for that extra difficulty, Thule will drop a vampire ring when he dies. Either way, you should charge at Thule and hit him with melee attacks to try and disrupt his spells. For defeating Thule, you'll attain the cabalist class, and you'll also earn "the jester" heraldry bonus.