Enigma

from answers.com

n.

1. One that is puzzling, ambiguous, or inexplicable.
2. A perplexing speech or text; a riddle.

[Latin aenigma, from Greek ainigma, from ainissesthai, ainig-, to speak in riddles, from ainos, fable.]

noun

Anything that arouses curiosity or perplexes because it is unexplained, inexplicable, or secret: conundrum, mystery, perplexity, puzzle, puzzler, riddle. Seeshow/hide.

IN BRIEF: Something that is puzzling.

No power of genius has ever yet had the smallest success in explaining existence. The perfect enigma remains. — Ralph Waldo Emerson (1803-1882).

Hey, I don’t feel so alone.