means a puzzle phrased as a tricky question or statement, designed so the answer is concealed and must be cleverly worked out.

from From Old English 'rǣdan,' to interpret or counsel — the same root that gives us 'read.' A riddle was literally a thing to be read, in the old sense of figured out. (The other 'riddle,' a coarse sieve, is a separate word from Old English 'hriddel'; the two only sound alike, though there's a tempting overlap in the idea of sifting for meaning.)