The correct answer is mystery.
A marvel is something that causes great surprise or admiration. A wonder is something that causes great surprise or admiration, especially because of its beauty, strangeness, or immensity. A surprise is an unexpected event or happening.
Death is a mystery because we do not know what happens after we die. There are many different beliefs about what happens after death, but no one knows for sure. This makes death a mystery that has been pondered by humans for centuries.
The other options are not as good fits for the sentence because they do not capture the sense of mystery that surrounds death. A marvel is something that causes great surprise or admiration, but death is not typically seen as something to be admired. A wonder is something that causes great surprise or admiration, especially because of its beauty, strangeness, or immensity, but death is not typically seen as something beautiful or strange. A surprise is an unexpected event or happening, but death is not typically seen as an unexpected event.