[Hmmmm. Well, Ruby's dog is named Zwei, so "Mystery" as a name isn't terribly weird . . . It would be strange for a dog to help run a "paranormal investigation service" (whatever that this), but since everything fights where Weiss is from, the obvious answer is that one.]

I personally find it highly unlikely that anyone could go through life without being in at least one fight, so I choose that as the lie.