It has been found that purely naturalistic theories suffice to explain most phenomena. The planets go around the sun due to the same force that makes you fall down; weather is caused by large scale movements of the atmosphere according to the laws of thermodynamics; the basic process of life can be understood through biochemistry; and so forth. Naturalistic science has a pretty good track record, so it doesn't seem unreasonable to suppose that it will eventually be able to explain the very few phenomena that are still somewhat mysterious, like the origin of life.
That said, modern chemistry has given us plenty of ideas as to how the major steps of the abiogenesis event may have occurred: the formation of relatively complex organic compounds; the origin of replicators; and so on. So abiogenesis isn't even all that mysterious. Not like, say, the origin of consciousness, or the origin of the universe itself.
Edited to correct the first sentence.
[This message has been edited by Chiroptera, 03-07-2004]