John Gill Commentary Revelation 17:7

"And the angel said unto me, Wherefore didst thou wonder? I will tell thee the mystery of the woman, and of the beast that carrieth her, which hath the seven heads and the ten horns." — Revelation 17:7 (ASV)

And the angel said to me
The same as in (Revelation 17:1)

why did you marvel ?
which is not said by way of reproof, as questions of this kind sometimes are, (Acts 3:12) for John did not wonder at her with a sinful admiration, so as to have her in great veneration, and to do homage and worship to her, as the inhabitants of the world wondered after the beast, (Revelation 13:3) (17:8) but his admiration was an amazement, or stupefaction of mind, joined with indignation at her; and this is said by the angel to lead on to what he had to declare to him.

I will tell you the mystery of the woman ;
that is, what is mysteriously or mystically designed by her; for till it was made known to John by the angel, it was a mystery to him; and when it was revealed, the interpretation is given in such an obscure manner, that it is only understood by the mind that has spiritual wisdom; and still remains a mystery to carnal men, just as the Gospel itself does. The hidden meaning of this woman, or the mystery of her, is told by the angel in (Revelation 17:18) .

And of the beast that carried her, which has the seven heads, and
ten horns ;
the mystical sense of the beast, its heads and horns, and which is also delivered in a mysterious manner, is given in (Revelation 17:8–12) .