You will have to think about deeper ancestry to make sense of your findings. Unless you are of Indian or Asian descent, "being from Mexico" means your ancestors are from somewhere else. Mexico was settled by Europeans in the recent (1000 years) past. Therefore, having an ancestor from Mexico may be geography and not genealogy. My father was born in Mexico as were his ancestors as far back as the 1600's. His DNA is J2 - Mediterranean. It is not a mistake. I just have to trace his paternal line back farther to find where they came from. They were probably from Spain, but where were they before they settled in Spain? Whoever wrote that the mysteries are the fun of genealogy is right. Have fun while you learn. Remember, DNA can confirm a paper trail, but it is no substitute for research.