I have a small writing assignment due Friday, thought I'd take some notes here.
First, it's pretty clear that the mystery of Ephesians 3:5 is "that through the gospel the Gentiles are heirs together with Israel, members together of one body, and sharers together in the promise of Christ Jesus." This is the "mystery of Christ" (3:4), meaning the mystery that "through his blood" (2:13) the Gentiles have been brought near. "In his flesh" (2:15) Christ has abolished the Law, the dividing wall of hostility that separated Gentile from Jew, reconciled "through the cross" (2:16).
Colossians has a similar passage, as it does to a great deal of Ephesians. Colossians 1:27 says the mystery is "Christ in you, the hope of glory," where the "you" in question are the Gentiles. The mystery in Colossians is thus again that the Gentiles can have hope of glory, can have Christ in them.
The mystery in Romans 11:25 is a little different. There the mystery does indeed involve the inclusion of the Gentiles, but the mystery does not seem to be so much that the Gentiles are coming in but that Israel is experiencing a hardening until the full number of the Gentiles come. This is thus yet another point at which Ephesians and in this case Colossians as well differ somewhat from Paul's earlier letters.
The mystery in Romans 16:25 is more like Ephesians but, in my opinion, was not part of the original text of Romans.
A feature of Ephesians and Colossians, as well as the addition to Romans 16, is the sense that this mystery was "not made known ... in other generations as it has now been revealed by the Spirit to God's holy apostles and prophets" (Eph. 3:5). Colossians 1:26 says that this mystery "has been kept hidden for ages and generations, but is now disclosed to the saints." The ending of Romans says that the mystery was "hidden for long ages past, but now revealed and made known through the prophetic writings by the command of the eternal God" (Rom. 16:25-26).
What these passages reflect is how unexpected it was that the Gentiles would be brought together with the Jews into one body through Christ on more or less equal footing. In Ephesians, this equal reconciliation includes the abolishment of the Law (2:16), clearly unexpected from an Old Testament standpoint. Paul's sense of mystery in Romans 11, although slightly different from Ephesians, relates to how strange it is that the Gentiles seem more receptive to the gospel than the Jews at large. Strange, since Jesus is the Jewish messiah! It is at least possible that Ephesians' more generic mystery of the Gentiles' inclusion may also reflect somewhere in the background the strange fact that Christianity was becoming a religion for Gentiles as much as Jews.
The revelation of this new understanding was a feature of the earliest Christian apostles and prophets (Eph. 3:5), of the Christian saints (Col. 1:26), and of the "prophetic writings" (Rom. 16:26). The implication would seem to be that individuals prior to the Christian era did not see the inclusion of the Gentiles in the words of the Old Testament. Rather, this was a spiritual understanding of the biblical texts understood as prophecy, one that was unknown prior to Christ.
It is interesting that this mystery is known here not just to Paul, but to the "apostles and prophets" of the Church, whom Paul earlier in chapter 2 has called the foundation of the Church. In Paul's earlier writings, we do not necessarily get the impression that the other apostles were fully comfortable with his mission to the Gentiles. But the implication of Ephesians 3 would seem to be that, whenever the foundation was understood to be laid, the apostles in general, as well as that significant company of early Christian prophets, were understood to endorce the Gentiles' inclusion.
So there are some notes...