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Mystery - anything obscure, secret, unknown or unexplained.

Dilemma - having to decide between two mutually exclusive options.

Quandary - uncertain about what decision to make among many.

Contradiction - a statement that directly asserts the opposite of another.

Paradox - statements that are a contradiction yet true (from the Greek "paradoxos", "hard to believe.") (In a sense, a paradox is a paradox.)

Riddle - a statement with a meaning to discover.

Enigma - a situation that is difficult to explain.

Puzzle - something designed to be solved.

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