Puzzles are recreational thinking, and they have been a part of human culture for a very long time.
Many riddles were embedded in rhymes, playfully disguising answers in metaphors and analogies. Such puzzles did not require any equipment other than wits and ingenuity. The earliest puzzles that were some form of apparatus were probably locking mechanisms, like the complex block systems purported to have been used to seal the pyramids, and the Chinese rings used to lock treasure chests. The latter were so time-consuming to solve that any thief would have been discovered well before he could succeed. Rope tricks, like the legend of the Gordian knot, and embedded objects, like King Arthur's sword in the rock, were mysteries that verge on magic in the minds of the tellers of those tales.