If something is difficult to see, understand or know it is illusive. Your mother's reasons for insisting on spoon feeding you when you're 25 years old can be illusive. So can the meaning of a short story.
Illusive comes from illusion, an old, old word that originally meant "to mock, to make fun of, to trick." Magicians make great use of illusions, but while someone can be deliberately illusive, the word does not always imply that that someone means to mislead you. Some things, like truth, are illusive by nature; others, like the past, become hazy through time.