From Elite Wiki
1. Something, such as a game, toy, or problem, that requires ingenuity and often persistence in solving or assembling.
2. Something that baffles or confuses; an enigma: the puzzle of the author's true identity.
3. The condition of being perplexed; bewilderment: I'm really in a puzzle over how this happened.
Definition lifted from www.thefreedictionary.com

There are a few OXPs which set puzzles and riddles, apart from the more complex Missions.

Try working out where to buy the more über-lasers detailed in the New lasers.oxp for example. Or where to buy and sell the various speciality items in New Cargoes.

In Oolite, puzzles are often solved with the application of Handwavium...

But for a real puzzle, embrace the Dark Side and try and work out why something in the game does not work properly when you have 248 OXPs loaded and there are no clues anywhere as to why everything has gone perfectly pear-shaped!