The first puzzle you're likely to find is the marble maze. There are five buttons to the right of a maze. Each button adjusts the angles of the gates in the maze, and you have to line those gates up so the marble will roll straight through to the marked end. After three presses, the marble starts rolling.
This is one of the few puzzles where the game's difficulty setting makes a big difference. If you have the difficulty set to Easy, you simply have to press the fourth button, followed by any other two. If the setting is Medium, then the first and fourth buttons should be the only ones you press. At the Hard level, there are two series of buttons you can use (numbered from top to bottom): 5, 1, 3, then 4, 1, 5, then 3, 4, 5; or 1, 2, 5, then 1, 3, 5, then 2, 3, 5. The best thing to do, however, is change the difficulty setting to Easy.