in blocks page it says each block has a solution to solve difficult mathematical puzzle, what is that difficult mathematical puzzle?
That difficult mathematical puzzle is finding a block that can legally follow the previous block. To follow the previous block, a block must meet a set of requirements. First, it must contain the hash of the previous block. That means you can't even start solving the problem until the previous block is found.
The key one is that the hash of the block must meet a target. For example, the hash of a recently-found block is:
Notice all those zeroes at the beginning? You would have to try quadrillions of candidate blocks before you find one with a hash with so many leading zero bits.
There is no 'problem' or 'puzzle' that's being solved. It's merely a search for some pseudo-random value that is kind of meaningless by itself, it just serves a specific purpose within the context of Bitcoin.
You can think of it as an artificial lottery of sorts. Everybody who participates tries to guess a number. Whoever is the first to guess right, wins the block and receives the prize in bitcoins, and the lottery moves on to the next round. More participants means more numbers to choose from, so the average time it takes before somebody guesses a winning number remains at 10 minutes.
Again, this process is completely meaningless by itself. It's just an approach to enforce an effort requirement, so that nobody can claim an alternative blockchain without doing at least the same amount of work as the rest of the network. This is the way the trustworthiness and non-ambiguity of the transaction history is secured.
Using SHA256 to hash a string of data is easy, but you can't predict what the hash will be. In the case of bitcoin and it's derivatives, you are trying to find a block header which has a hash below a certain number, represented by the difficulty (more info on this: https://en.bitcoin.it/wiki/Block_hashing_algorithm)
Here is a SHA 256 hash calculator if you'd like to try hashing random bits of text and see how many 0s you can get in the front: http://www.xorbin.com/tools/sha256-hash-calculator
It's tough! Thank goodness we don't have to mine by hand anymore!