Did you know that our word enigma actually comes from the Greek word for “fable”? I hadn’t! But apparently so.
Said Greek word is ainos. And since a fable is a tale whose meaning/message has to be puzzled out, ainos let to a verb ainissesthai, which means (go figure) “to puzzle out.” Well, the Greek was of course adopted into Latin and changed a bit, to aenigma. Sound familiar? This was a noun, meaning (you guess it!) “a puzzling speech or riddle.”
It officially joined English as enimga in the 1530s.