A mystery is a paradox in which two ideas that seem to compete or contradict one another intersect. A heresy is an attempt to resolve the paradox by promoting one idea over the other violating the integrity of the competing idea and over-empasizing the other. A heresy is also an idea that refuses to admit it has failed when in fact it has. Orthodoxy is the preservation of a mystery, or the proper resolution of a paradox that shows how the two ideas that seemed to compete actually work together. An example of a paradox is the seemingly competitive ideas of the sovereignty of God and the free will of man.
(These definitions aren’t meant to be comprehensive, only introductory.)