If you are a little bit bored, you can try M-x hanoi. If you are considerably bored, give it a numeric argument. If you are very very bored, try an argument of 9. Sit back and watch.
If you want a little more personal involvement, try M-x gomoku, which plays the game Go Moku with you.
M-x blackbox and M-x mpuz are two kinds of puzzles.
blackbox challenges you to determine the location of objects
inside a box by tomography.
mpuz displays a multiplication
puzzle with letters standing for digits in a code that you must
guess--to guess a value, type a letter and then the digit you think it
M-x dunnet runs an adventure-style exploration game, which is a bigger sort of puzzle.
When you are frustrated, try the famous Eliza program. Just do M-x doctor. End each input by typing RET twice.
When you are feeling strange, type M-x yow.