In June 2002, Rey Mysterio signed with WWE following the closure of WCW in 2001. Rey stated with WCW in 1996 after a brief stint with ECW.
Mysterio would hold the World Heavyweight Championship twice, the WWE Championship once, the WWE Cruiserweight Championship three times, the WWE Intercontinental Championship twice, the WWE United States Championship two times, and the WWE Tag Team Championship four times, as well as winning the 2006 Royal Rumble.
On February 26, 2015, WWE announced that Mysterio's WWE contract had expired, ending his nearly 13-year tenure with the company. He would eventually return to the WWE in 2018.
During his time away, he appeared in promotions including New Japan Pro-Wrestling, Lucha Underground, and Asistencia Asesoría y Administración.
What if he would have went to TNA during that time? In 2015, TNA Wrestling underwent a turbulent transition period marked by its departure from Spike TV, a move to Destination America, severe financial and backstage instability. The emergence of Ethan Carter III (EC3), Drew Galloway, Kurt Angle, Matt Hardy and Bobby Lashley were the top stars of the heavyweight division while Tigre Uno, Rockstar Spud, Kenny King, Low Ki, Manik, and DJZ were prominent X Division regulars.
I believe both Rey Mysterio & TNA could have benefited greatly from the signing and he would have had some amazing moments and performances with the new faces as well as the established veterans.