The idea was to make a puzzle out of the similar shaped parts that could only go together in one or two different ways. It also had to be able to stand on it own rather than being held to together
After doing a lot of sketching and research I final came up with this idea.
Step 1: Part 1
There are three main parts to this puzzle, this step will show you how to make the first part.
Firstly you need to select to cylinder tool and create a cylinder.
Next make the cylinder taller, I went to 110mm
That's it, the first part is the easiest.
Step 2: Part 2
This step will show you how to make the second part.
Copy and paste the previous part so you now have two cylinder, move one to the side as we will be changing the other.
Create a new cylinder, this time make it hidden. This can be done in the menu or by selecting the hidden cylinder tool. Rotate the hidden cylinder 90 degrees so it is on it's side. Next move this hidden cylinder up and move it so it goes half way into the other cylinder. As can be seen in the image
Next copy and paste the hidden cylinder and slide it slightly higher up. This should mean that there is one orange cylinder with two section cut out of it.
Group this shape by selecting everything thing and click the group tool.
Copy and paste this shape four times and as you will need three for the puzzle and one for the next step
Step 3: Part 3
This step will show you how to make the third part.
Firstly you will need copy and paste the hidden cylinder you made or create a new one the same size.
Rotate this so it is still lying on its side but is facing the opposite direction
Set all these cylinder up in away that will let you 3D print them and extort to your slicing software
Step 4: Cura and 3D Printing
Inside your slicing software (I used Cura) scale to the size you want and set it up to be printed on your printer.
Print all the parts. Then try and solve it, see if you can.