I like playing cluechaser games.
The Puzzle Master series is fun and challenging but the best part is that if you get stuck, you can skip ahead to the next one.
http://www.cluechaser.com/games/puzzle-master-series/
I like cluechaser in general. If you're just trying it out, I recommend the puzzlemaster games as a good place to start. They give you a feel for what to expect in the other games.
Have fun!