Disclaimer - We're not trying to be theologians with this study (that's not our gifting!), but to simply convey what we have learned through researching many books along with the Bible on the subject. Most of what we talk about below comes from a book entitled "The Gospel Of The Kingdom" by George E Ladd.

When Adam sinned death entered the world and Satan was given authority to reign.
God had a plan to deal with this - to bring His kingdom to the earth do destroy Satan, sin, and death.

In the OT, through the prophets, God foretold the coming of His kingdom to the earth, but none of them knew exactly what it would look like.

They did know this about the kingdom of God - it was:
1) The redemptive rule of God manifested in Christ.
2) The destruction of God's enemies (satan, sin, death).
3) The realm in which the blessings of God can be experienced.

The mystery of God's kingdom, that which angels long to look into, is this:
God's kingdom is here now, even though evil still exists.
Here's why it's a mystery - the prophets prophesied that God would send a Messiah (Christ) Who would usher in His kingdom where God reigned supreme and that God's enemies would be destroyed and where God's people could enjoy it's blessings.
Everyone expected a physical king with a physical kingdom.
Then Jesus shows up:
1) He didn't look or act like a king and He didn't take a physical throne.
2) Satan, sin, and death still existed - God's enemies weren't destroyed.
3) It sure didn't "feel" like God's kingdom was here - the experience was different than they thought.
People were like, "wait a second, you mean the Messiah came and died and rose again, and now God's kingdom is here but we can't see it?" "Yes," the apostles would reply, "but you can experience it."
Here's what happened:
1) Christ was killed and shed His blood as the final sacrifice, thus redeeming all mankind once and for all.
2) Christ "defeated" satan, sin, and death by His ascension, but He hasn't destroyed them yet.
3) We can now experience God's kingdom in our lives where we can be victorious over satan, sin, and death.
God's kingdom is here now in partiality but not in totality.
God gave us more information about His kingdom in the New Testament, thus revealing the "mystery" of the kingdom.
It will take place in three stages:
1) At the arrival of Christ (this is The Age To Come) - He came to set up God's spiritual kingdom in the hearts of people before God would set up His physical kingdom.
2) At the return of Christ (beginning of Millenium) - Satan is bound in the abyss, but he's not destroyed.
3) At the end of the Millenium - Satan, sin, and death are once and for all destroyed.
If we just had the Old Testament we would have thought that at the arrival of Christ we would be at stage three, but it didn't work out that way and therefore was very mysterious!
A mystery - they didn't have all the information in the OT times but now they did in the NT times.