Puzzle imagined to be tricky — not the first or last (6)
![Ross](/clue/static/ross-mug.min.png)
I believe the answer is:
enigma
'puzzle' is the definition.
(thesaurus)
I cannot understand how the rest of the clue works.
(Other definitions for enigma that I've seen before include "Coding device" , "Puzzle of gamine (6)," , "Riddle - German coding machine" , "Conundrum" , "Mysterious puzzle" .)