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 Greek by means of the Latin word for "riddle," enigma refers to something or someone that is mysterious, puzzling, or difficult to figure out. Many things have been named Enigma, including a rock band, a video game, a rollercoaster ride, and a very famous coding machine used in World War II.