The United States Mint is an aggressive seller of its products. Looking at Amazon, they have a number of products from the US Mint.
Coins fresh from the minting machines, packaged in exquisite holders make wonderful gifts and novelties, but please don't buy them thinking "these will be valuable some day." They won't be. The mint charges outlandish premiums for their products. It usually takes many, many decades before collector value reaches the original selling price.
For instance, the gorgeous Silver Eagle coin in my picture sells for about $38. It contains one troy ounce of pure silver. Silver is currently trading at $24 per troy ounce. So the markup is $38 - 24 = $14, or about 60 percent. One sold on eBay recently for $28:
The 2003 proof set pictured is about $12.50 on Amazon, and about $6.50 on eBay:
I am not trying to discourage you. Coins are nice things to purchase for yourself or for someone else. But you should be careful, as you have demonstrated by asking for input from others. Coins should be purchased for their beauty and artistry, not because "they will be valuable some day." It takes many years and lots of experience to make a profit buying and selling coins.
If you have something specific in mind on Amazon, post here and we may be able to give more info.
The Amazon lots look reasonable to me. The 'mystery' and 'shotgun' terminologies are pure marketing. The seller knows EXACTLY what is in the rolls and you will not find coins worth more than you pay. For a penny roll of 50 coins, 48 will be late-date wheat-back cents in poor to average circulated condition. These, together, are worth 48 cents. So you are buying the IHC and fleagle for $36.
Trouble is, you don't know what the IHC and fleagle look like. A typical circulated IHC sells for $1 or $2, like these:
For the fleagle (which, by the way, is an excellent collectible), you will generally have to pay close to $30 to get one with decent eye appeal. For example:
Amazon's steel cents look over-priced to me.
So, instead of Amazon, you could go to an online coin dealer (or, better, one in your neighborhood) and see exactly what you are buying.
Just about all coin dealers have gone to eBay for selling their coins. It is a safe place to buy coins. Be sure to read the eBay 'feedback rating' to weed out potentially bad dealers.
One place to buy coins that is not eBay is here:
Collecting one coin from every country is a terrific collecting plan. Yes, it can be done. Trouble is, you'll end up buying more than one coin per country.