This mystery can be found in the west of Jotunheim, in the southernmost part of Utgard. To reach it you’ll need to keep your cloak on to avoid the attention of any guards as you make your way to the cliff edge.
Once you reach the area of the mystery, you’ll find two Jotnar casting a magical spell which is causing a storm. When you approach them a cutscene will begin, during which they will both explain that they have been shunned by Gunlodr, Suttungr’s daughter. After a brief conversation the two Jotnar will become hostile, and you’ll need to fight them both.
The Jotnar are nothing special, just regular Jotnar-Djevelen units with a decent amount of health and the ability to teleport. The only thing you’ll need to look out for is when they begin to teleport, at which point you should be ready to block, parry, dodge, or roll away from the incoming attack. This really isn’t a difficult fight. Once you’ve killed both Jotnar, the blizzard will clear and the mystery will complete.