means A problem, game, or question deliberately designed to be solved through cleverness, patience, or trial and error — or, more loosely, anything baffling that resists easy explanation.

from English coined the verb first ("to puzzle," meaning to bewilder or perplex) around the late 16th century, with the noun following soon after. Where the word itself comes from is genuinely murky — etymologists shrug at it. One popular guess links it to "pose" (as in posing a hard question), but that's unproven, so the honest answer is that "puzzle" is, fittingly, a bit of a puzzle about its own beginnings.