The word Sudoku means "single number" in Japanese.

The puzzle is most frequently a 9×9 grid made up of 3×3 subgrids (called "regions"). Some cells already contain numbers, known as "givens". The goal is to fill in the empty cells, one number in each, so that each column, row, and region contains the numbers 1 through 9 exactly once. Each number in the solution therefore occurs only once in each of three "directions", hence the "single numbers" implied by the puzzle's name.

The attraction of the puzzle is that the completion rules are simple, yet the line of reasoning required to reach the completion may be difficult. Published puzzles often are ranked in terms of difficulty. This also may be expressed by giving an estimated solution time. While, generally speaking, the greater the number of givens, the easier the solution, the opposite is not necessarily true. The true difficulty of the puzzle depends upon how easy it is to logically determine subsequent numbers.

Source - http://en.wikipedia.org/wiki/Sudoku