Use the noun enigma to refer to something that is a puzzle or a mystery. Why do you have to learn difficult words like this? That is an enigma.
Traveling to English from the Greek through the Latin words for "riddle," enigma refers to something or someone that is mysterious, puzzling or difficult to figure out. As a funny-sounding word with an interesting meaning, many things have been named enigma such as a rock band, a video game, a rollercoaster ride, and a very famous coding machine used in World War II.