Zoom right in. Here are atoms, familiar particles, nucleus, electrons. Ignore the nucleus - all the action is the electrons, binding and flitting between atoms. There is much strange here, but nothing we haven't seen before. It all follows quantum mechanics, reality matching our calculations to parts in billions. These atoms could be anywhere, from a droplet of water to the heart of a star.
Zoom out. Now we see large molecules, the information-rich structure of which reveals that we are looking at biology. Even so, there are no new laws, no new particles or forces. It's the domain where the quantum fades into the classical Newtonian. We can use simpler models to understand what's going on, because quantum effects smear out, the throw of each individual quantum dice has little effect. Normal physics applies, as quantum electrodynamics averages out to become familiar chemistry.
Zoom out. Now we see cells. Cells with tens of thousands of connections. The connections tell us that we are within a brain, as nowhere else in biology do cells reach out and touch so many others; a hundred billion neurons, each only a small number of cell-steps from any other. The cell count shows us it's an intelligent brain: human, but it need not be - a young whale has as much volume of brain as a human, and an adult considerably more. But this is a human brain, linked to human biology. Still, no surprises for the physicist, the chemist or the biologist; indeed the physicist sees only common atoms and electrons doing what atoms and electrons do throughout our world. To the physicist, a brain is no more interesting than a lump of rock. Cause and effect flow smoothly from atom to atom, electromagnetism and gravity the only forces that respond to causes and have effects that matter.
Zoom out. The pink jelly of a brain, safe within a tough skull. Holes in that skull allow nerves to spread out from the brain and touch whole body. Anywhere can send signals to the brain, anywhere can feel pain (except the brain itself!). Some of the nerves control muscles, allowing movement. Watch. Some of those nerves are firing now. Nerves to the face, the lungs, the lips, the mouth, the vocal cords.
Listen. The firing of nerves leads to a voice, which says "the mystery of consciousness".
This is the paradox - the reason why we say that consciousness is mysterious is utterly lacking in mystery.
So what, exactly, is the mystery?