10 Biggest Unsolved Harry Potter Mysteries
4. The Things Too Horrible To Mention
"There are two things that I think are too horrible, actually, to go into detail about. One of them is how Pettigrew brought Voldemort back into a rudimentary body. 'Cause I told my editor what I thought happened there, and she looked as though she was gonna vomit. And then - and the other thing is, how you make a Horcrux. And I don't even like - I don't know." - J.K. Rowling
We know that Horcruxes are created by an act of murder, along with a spell, but there are a series of steps involved in how you actually do it that Rowling knows (or has at least thought about) and won't go into.
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Likewise, just how Voldemort was brought back to a rudimentary body by Pettigrew involves a spell, unicorn blood, and Nagini venom, but it's not known what else it might entail - although the hint, given his appearance, is that it's something along the lines of murdering a child, although probably way, way worse given the comment about the editor nearly vomiting.