Nah, a mystery character is only interesting when you think there is an actual mystery to be answered.
With Ada there clearly isn't. She is mysterious because the writers want her to be and that is it, which makes her no mystery at all.
The only time she was a good character was in RE2, and if really want to stetch it her RE3 epilogue where she says goodbye to 'Ada'. Then RE4 brought her back and stupidly still called her Ada Wong which was completely against the point of her RE2/3 character.
WTF happened to this:
A woman looks at herself in the mirror. She used to be called Ada Wong. But this morning she will say good-bye to the name. "I'm not Ada Wong anymore..." She feels her ab and thinks, "This is Ada's scar, not mine." As she says good-bye to Ada Wong, she can't stop her tears. However, there isn't much time left before her next mission...