Everyone tells me that I need to go to the Codex to start the quest, but when I go there, I only have 2 quests, Vor's Prize and Howl of the Kubrow, and no sign of the MIrage quest.
How do I start the quest?
Quest is called "Hidden Message", not "Secret Message". But yeah, buy the blueprint from the market to start the riddles. From there you'll get messages in your inbox that you'll have to figure out the location of. You must finish building and claim each part before you get given the next clue in your inbox.
Look If you look within the market you'll find a blueprint called "Secret Message" (It has a grayed out picture of mirage) you craft it and you go from there. Good Luck :)