What techniques are used to establish a feeling of mystery in the first chapter of "To Kill a Mockingbird," and what point of view is it?

The point of view is Scout's but looking back on events, rather than living through them. This leads to one of the main techniques for introducing a sense of mystery, which was foreshadowing. Scout drops in mention of things yet to come.

There are some other techniques. Mentioning Dill's entrance into their life so specifically cues readers that this is important; a minor mystery of why is introduced. The other method for introducing mystery is to, well, introduce mystery. That is to say, Boo Radley's story is partially told. Since Scout doesn't know it all, it creates mystery.