Your question totally depends on how you want to solve it :
Use single page for puzzle + its variants
If you have multiple variation of same puzzle, then you can showcase them on single page**
http://www.puzzlopia.com/puzzles/neutralizator/play
- show all variants of above puzzle on above page only
Multiple Pages For Variants :
1) Primary / Main Page rank only
If different pages are required, then do you want them to be indexed/searchable separately in google index or you want to get the main page ranked and how variants links on the main page
Example :
Puzzle 1 page is ranked and all variants links are shown on this page.
Then setting canonical on variants to main puzzle page will not confuse google as setting canonical indicates that the content is attributed to main page or is similar to the main page
In this case only the main puzzle page will be indexed by google and it will get seo extract from all variants as well.
2) Variants to be ranked separately
If you want all variants also to rank separately.
Yes this can also be done by setting proper namespacing in the urls i.e. don't make urls like: puzzle/1/1 puzzle/1/2
Making url names meaningful help you index your content better:
So make them like : puzzle/rubik/three-cross-three , puzzle/rubik/four-cross-four ......
Also the major content on page title, description, h1 etc should differ for all pages.
Some content should be different and some of the content i.e. the base content can be same.
Following above + other seo practices you can rank individual variants as well.