My favourite "misterious" locations were:
>Power Plant: Zapdos was my first legendary, and it felt awesome to discover Power Plant. If I'm not mistaken, I've seen it on the map quite early on through my journey, but had no idea on how to get there. After getting Surf, it instantly clicked that's what I should be using. Then I found the Power Plant, caught an Electabuzz, who was my favourite Pokémon at the time, and found Zapdos
>Dragon's Den: When I first played Silver and looked at the town map, I got extremely intrigued by Dragon's Den. I know it's not a hidden location or anything but I remember especulating what I would find there during my entire journey through Johto only to be thoroughly disappointed by a minuscule dungeon. It was fun while it lasted, though
>Bell Tower: I had no idea how to get there, but loved to speculate about it
>Mt. Coronet: I cannot recall how many times I went back to Mt. Coronet to explore it only to find out I still didn't have the right tools. When I got Rock Climb, I instantly went back there only to find that misterious wall with the pictures of Azelf, Mesprit and Uxie. After setting the 3 legendaries free, I knew exactly where to go. It felt so magical to climb that huge mountain, getting thorugh incredible intense climate, only to reach Spear Pillar at the top. Mt. Coronet could have been done better if it had even more entrances and forced you to go there more times. I liked what PLA did with it, but still would prefer a more traditional cave dungeon
>Sendoff Spring: Found it by complete accident, and it was so awesome to catch Giratina. Also, I find it to be a really misterious place overall and really enjoy how it seems to be the opposite of the other 3 lakes.
After DP, I learned how to use the internet