These people were starving to death and freezing, but the local native tribes were fine because they knew how to live in this environment. The colonists went to go live together with the natives in the Croatan tribe, and they carved the word Croatan into the tree as a message so that anybody who sees it will know where they went. Years later, members of this same tribe were seen with European features like light colored hair and eyes and lighter skin. This is from race mixing with the European Roanoke colonists.
It really is not a mystery what happened, other than people on History Channel purposefully trying to make it into a mystery.