I've never actually played a sudoku puzzle (I know, I live in a cave!).
I just saw the word written in kanji somewhere, which rekindled my interest.
Wikipedia states:
The puzzle was popularized in 1986 by the Japanese puzzle company Nikoli, under the name Sudoku, meaning single number.
Though to me, the compound 数独{すうどく} implies "number addiction", especially in the context of a game.