"A puzzle is a problem to make the user think. They are often used for entertainment and can help logic skills. The user may need to recognise patterns to solve it, so those who have good logic are usually good with puzzles."
http://simple.wikipedia.org/wiki/Puzzle

For other questions of the 'What is xxx?' style, just use this link:

http://simple.wikipedia.org/wiki/xxx

but replace xxx with the word you are looking for.

Electronic Engineering is for me, a life of never ending puzzles. Not that I don't have some knockout mental, mechanical and social puzzles. While I never qualified for Mensa, the knowledge, that some puzzles I will never solve, does not lessen the pleasure. A

A puzzle is a problem or enigma that tests the ingenuity of the solver.
(http://en.wikipedia.org/wiki/Puzzle)

A toy, problem, or other contrivance designed to amuse by presenting difficulties to be solved by ingenuity or patient effort.
(http://dictionary.reference.com/browse/puzzle)