And the ANGEL said to me, "Why do you WONDER?
This is the angel (verses 1 and 3) who came from the temple with one of the seven bowls. This is notable because this implies that what is to be shown to John (and us) is spiritual in nature. To be sure, there are physical attributes portrayed, but they have spiritual meaning(s).
That this angel is going to 'coach' John is not unusual. This is what angels do (Psalm 104:1-4 (see footnotes) and Hebrews 1:4-14). However, it is curious how the angel knew that John was WONDERing. Either John verbalized his 'spirit thoughts' (verse 3), or the angel read John's thoughts. Less likely, John's facial expression showed his WONDERment. We probably have no idea what our guardian angel knows about us!
A person could read this to be a mild rebuke. It's like saying, "John, aren't you aware of spiritual events around you?" More than a few times, people have told me, "I study the Bible but I skip the Revelation because it's too hard to understand". If you are reading this, praise God, you are making an attempt to be spiritually alert.
I shall tell you the MYSTERY
See verse 5 for a discussion of MYSTERY in the Bible.
Part of John's WONDERing may be that the BEAST is carrying her (instead of devouring her). This may be the first time that John realizes the WOMAN, the immoral and idolatrous religious system during the tribulation, is directly involved with the BEAST, the dictator of a unified church-state totalitarian regime - the devil's twisted spiritual empire.
The BEAST is introduced to us in Revelation 11:7. We see him described in similar terms in Revelation 13:1-8. Lastly his destruction is told in Revelation 19:19-20.
The angel now proceeds to try to unravel the MYSTERY. He will start with the BEAST in the next verse.