It's a puzzle with 81 squares, 3 grids across and down. You have to put the numbers 1 - 9 in each row across, row down and each grid, without repeating any of the numbers. Buy tomorrows Daily Mail and give it a go. You'll soon get the hang of it.
It is not just in the Mail. It is also in the Guardian, Telegraph and probably lots of others too now as the craze is growing. More info is readily available through Google.