[She] always loved mysteries. And in everything that came afterward, I could never stop thinking that maybe she loved mysteries so much that she became one.
→ Following the events from the previous quote, Margo leaves Q's window again and he is left thinking about her.
→ Mysteries are a central concept in this books. Quentin is drawn to Margo because she is everything but the bland routine he faces in his own everyday life. I think the quote captures beautifully the saying that we become whatever we love. If we love something, we spend resources on it whether it be taking time with it or practicing it and slowly we find little pieces of it in us. It alters us - sometimes in big ways, sometimes we find small traces of it in us.