The mysterious Box is a new item in Destiny 2, which was added by the Black Armory Update. As soon as you find the mysterious box, a new exotic quest starts.
You will find the mysterious Box near the first forge, in the European Dead Zone.
In the first step of the quest you must open the box’s four locks, which are marked with the symbols of a hand, a butterfly, a fishhook and an insignia of the Black Armory.
Where can I find the mysterious box?
To get the box you have to go to the Volundr Forge. Land at Sunken Isles at the EDZ launch point and then enter the tunnel. Follow the tunnel until you reach Smidur’s Cavern. Stand on the edge and look in the direction of the forge, then the camera turns down and to the left. You see an edge on your side of the abyss. Drop down and go into the narrow tunnel. At the end you will find a Black Armory Chest - loot them and you will receive the mysterious box.