I'm a layman in mathematics, so please excuse me in advance for anything in this question that may be inappropriate :D. Well: Four years ago, I was reading (and working to solve the puzzles on) Winkler's Mathematical Puzzles: A Connoisseur's Collection, and in the section "Unsolved Puzzles", there was the problem "Squaring the Lake" at p. 143: "Prove that every simple closed curve in the plane contains four points forming the vertices of a square." Obviously, I was not able to prove it (the max I could get, after much effort, was to prove that it was true for triangles!!!), so I went to "Comments and Sources" at p. 148, where he mentioned a web-site, a journal paper and a book on the subject, and he also made the comment that "It's a little embarrassing that mathematicians cannot [...]" (bolds is mine. "[...]" is equivalently to "solve the puzzle", I don't want to make a full quote because if I quote too much I may infringe some copyright...).
Well, much time later I came across http://www.ams.org/journals/notices/201404/rnoti-p346.pdf and according to https://en.wikipedia.org/wiki/Inscribed_square_problem, the problem is still open. So, I ask, why this (innocent-looking :D) problem is actually so hard? (I probably won't understand why, but you guys don't need to give an "answer to layman", it can be a technical answer!)