A koan is not an ordinary puzzle; it is not a puzzle because it cannot be solved. A puzzle is that which has a possibility of being solved; you just have to look for the right answer. You will find it -- it only needs intelligence to find the answer to the puzzle; but a puzzle is not really insoluble.
A koan is insoluble; you cannot solve it, you can only DISSOLVE it. And the way to dissolve it is to change the very plane of your being from dreaming to wakefulness.