I'd disagree that playing it for comedy is necessarily a good thing. Not that it can't
work (such as in the Kenny situation), but that I think playing it with a very real air of mystique works too. I think if it's portrayed as just the way things are,
as suggested above, and it's a little bit mysterious, then it can work well.
I think the important thing, though, is to make sure the answer isn't important.
If part of the plot, or character development, is tied into the answer of what the character is, then it will piss people off if they don't find out because they will feel that they have been denied resolution. If, however, the answer is merely secondary and finding out would only satisfy readers' curiosity, then it's fine to pull a Shrug of God
. In that case, people will probably have fun making up their own theories.