To me, a mystery is one where there are clues and you’re following a trail to find whodunnit. Usually the reader doesn’t know more, and usually knows less, than the characters.
A serial killer story could be that, or could be a thriller. Thrillers are more where you are trying to beat the clock but the reader often knows everything.
These are very rough and fluid categorizations and many books combine them.
Agatha Christie wrote “cozies”—limited number of potential suspects, usually a closed world. So if you love Christie, that’s the term to look for.