Puzzling thing (6)
I believe the answer is:
'puzzling thing' is the definition.
(I've seen this before)
This is the entire clue.
(Other definitions for enigma that I've seen before include "WWII cipher" , "Mysteriously puzzling person or thing" , "Riddle - German coding machine" , "Title of Elgar's set of variations" , "Gamine being a bit of a puzzle" .)