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.

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.