The Adventures of Lolo
The Adventures of Lolo is a great puzzle game that starts out relatively easy, but gets nearly impossible and incredibly addictive. This is one of the best NES games out there. I picked it up a long time ago, and still find time to play it on emulation. You can still find these classics on sights like e-bay, or at stores that sell used videogames.
The first game is a classic, and a good choice for beginners, though the games don't have to be played in order
The Second Game in the Series is just as good, with a few different twists.
Again, the third is great, and you get to choose to be Lolo, or his companion, Lala.