Puzzlemaster Will Shortz gives an interview explaining the lure of Sudoku.

What makes it so addictive?
It’s the appeal of the empty squares to be filled in, which is a quality it shares with crosswords, and it has very simple rules. You can learn it in 10 seconds, and yet the logic needed to solve Sudoku is challenging. It’s a perfect amount of time to spend on a puzzle, anywhere from 5 minutes to half an hour. And there’s usually a rush at the very end, filling in the last squares, which gives you a great feeling. You immediately want to do another.

Okay.  Maybe I’ll give it a shot.