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If you never played Sudoku, the good news is that the rules are simple. You start with a 9 by 9 grid divided in 9 boxes.
The goal of the game is to fill out the entire grid with numbers. The trick is that every row, every column and every box must have all nine digits 1 to 9. That is, if row 1 in this example already has digits 8 and 9, they can't be used in the same row anymore. You can practice playing it at sudoku9x9.com.
A challenge to solve an easy sudoku, progressing to solving harder puzzles.