Definitions:

1. Something especially difficult to understand or to solve. NOUN
   • The strange occurrence in the town became a riddle wrapped in an enigma, with no clear explanation.
2. something very mysterious and hidden noun
   • The new colleague is a riddle wrapped up in an enigma.
3. That which is so dense and secretive as to be totally indecipherable or impossible to foretell. NOUN
   • I can't make any sense of this calculus textbook. It's like a riddle wrapped in an enigma.

Synonyms:

• Baffling mystery
• Bizarre occurrence
• Conundrum
• Dilemma