mystery case; strange incident
Refers to a puzzling or bizarre event, often with criminal or supernatural undertones. Common in news and fiction.
The police are continuing the investigation of the mystery case.
Strange incidents have been occurring one after another in this town lately.
怪奇 means 'bizarre' or 'mysterious' as an adjective/noun, often used in compounds like 怪奇現象 (strange phenomenon). 怪事件 is a specific noun for a mysterious case.
Compound of 怪 (kai, 'mysterious') + 事件 (jiken, 'incident, case'). The kanji 怪 carries a sense of suspicion or strangeness.