The reports of gray-eyed members of a tribe on Hattaras Island is probably the best substantiated claim in written record. But even that was a century after Roanoke was abandoned. There's been other claims, some likely hoaxes. I think the mystery aspect mostly derives from the inability of any Europeans to credibly locate the original colonists during their lifetimes. The Anglo-Spanish War impeded the search efforts for years. Chief Powhatan told John Smith of Jamestown that he had killed the colonists, which may have been partially true or possibly a miscommunication. Later there were reports of white people in the area who were not affiliated with Jamestown, but evidently no one ever got close enough to speak with them.

What makes this particular find important is that it is the first time any archeological material has been tied definitively to the Roanoke colonists. There was also a signet ring discovered previously that may have belonged to one of the colonists, but it's not been definitively proved.