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I think the best idea would be to approach it from one of two angles:
1) Come up with a "hook" idea for your mystery, like "a fresh corpse is found at the bottom of a well that has been sealed by a concrete cap for 20 years," then work behind the scenes to come up with a way that such a thing could actually happen. The initial idea will be the mystery as presented to the detective, and the rest will be what he or she has to figure out.
2) Come up with a sequence of events and actions taken by the major characters and especially the culprit. Then when you're done, at key steps in the process go back and ask "How could the culprit have created some mystery at this stage in his actions?" Develop the mysteries from there, and when adding clues, write an ending to the previously-established skeleton outline that brings together the clues to catch the culprit.
Basically a bottom-up ("I have a neat idea, how do I make it work?") vs. top-down ("I have a story, how can I add some mysteries?") approach.
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