Is being called "mysterious" a compliment?

A while back one of my guy friends and I were texting. Some how in the conversation we were having about our AP English class,we got to this point:

Me: No one in the class understands rhetorical devices.Not even James!

Him: Well tell her that!

Me: Why don't YOU do that? xD

Him: Because I'M the good one. :P

Me: And I'm not? o.O

Him: You are but you are quiet.

Me: Me? HA! xD

Him: You are! You just sit there and be silent.Plus if you do answer a question you do so quietly.You are mysterious.

Is that a good thing? I don't see how he could percieve me as mysterious.We've been friends since we were toddlers.
Is being called "mysterious" a compliment?
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