Before departure, an information pack is delivered to your home, with an itinerary, departure times and location. Obviously opening the itinerary is discouraged until you've landed unless you want to ruin the surprise!
In Europe, things are done slightly differently. The airline Lufthansa offers mystery flights around Europe - you pay a set fee and receive your location immediately after booking. You can choose from different tiers of destinations and select your departure airport (although at the moment these only include Frankfurt and Munich). You can even choose one of nine ‘interesting travel topics’, including ‘for lovers’, ‘party on’, and ‘the great outdoors’, allowing you to get the most out of your adventure. For the UK, Wowcher offers a very similar idea except hotels are included in the booking price, leaving a lot less up to the holiday-goer but leaving a lot more opportunity for things to go wrong!
I think mystery holidays are a great way to explore a place you wouldn’t initially think to go to, and perfect if you’re sure you can have a good time anywhere. Sometimes, being pushed out of your comfort zone can be really good for you. Financially, the flights are about as cheap as you can get to some of these places, and if you have the disposable income (and a positive attitude), you won’t find a better test of how spontaneous you really are!