The article describes the methodological analysis of three tendencies of the psychological cognition development for last three decades. Firstly, the author analyzes the psychological studies of the information processing during the human thought, sometimes based on intuitive experience or logical knowledge. It is shown that a person has two different but interacting systems for the information processing according to the dual-process theories of human thinking.

One system is focused on the heuristics, producing intuitive responses and the other one is based on analytical processing. Their descriptions correspond to the psychologists’ ideas of the Cognitive-Experiential Self-Theory (CEST) by S. Epstein and two cognition styles — rational and intuitive ones. Such scientific ideas are indissolubly linked with the existence of the integrated continuum of the methods for the world understanding: from paradigmatic to narrative and then to thesaurus. Secondly, it is proved that a modern person lives in the multidimensional world, consisting of the empirical, socio-cultural and existential realities. The events and situations in these realities are understood by people after the types “understanding-knowledge”, “understandinginterpretation” and “understanding-comprehension”. Thirdly, it is reasoned that a subject does not cognize the existential reality but comprehend. Therefore, the existential experience of a subject naturally includes not only unconscious knowledge and experiences, but also incomprehensible and mysterious things. It is proved that the incomprehensibility of the reality is one of the attributes of the being. The incomprehensibility does not mean the essential impossibility of understanding. Comprehension represents such type of understanding which is focused on the phenomena and the objects of the world, requiring extraordinary efforts to be understood. Comprehension is such apprehending of the whole thing, the parts of which a subject cannot cognize and describe in details for any reasons. Mystery was analyzed as a scientific and psychological but not mystical and fantastic phenomenon. Mystery is defined on the basis of psychology of thought in which a problem situation and a problem differ.