There are many entities whose motivations remain shrouded by time and space and some that exist beyond our comprehension of reality.
Perhaps the most well-known of these are the Hive gods: Savathûn, the Witch Queen; Xivu Arath, the God of War; and Oryx, the Taken King. While we defeated Oryx when he sought to destroy the Light, and Savathûn when she sought to take it from us, the Witch Queen's true fate remains uncertain.
The Nine are another group of entities who inhabit this solar system. Very little is known about them outside of their unique writing styles. A mysterious agent of theirs, Xûr, visits well-known locations around Sol offering rare goods for sale.