I'm currently watching the BBC series Sherlock. In this episode, the central mystery is fascinating: first, there are symbols scrawled on the wall; next, these turn out to be a cipher; then, the cipher is revealed to be Chinese numbers; after that, the numbers are revealed to be a book code. And so on.
How can I design mysteries like this? What techniques or story structures will help me?
One problem is: how can I make a puzzle last for an entire scenario? How come the character don't just immediately solve it? But that's only one problem: I'm most interested in how to structure a story around a puzzle or mysteries.
(Note: A game like GUMSHOE will let me play through a mystery like this, but I'm specifically interested in how I'd design such a mystery in the first place.)