Why is it so hard to prove Toeplitz' conjecture? 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!)
 A: Let me elaborate on Sam Hopkins' comment.
The main reason that makes this and other problems on continuous curves so hard is that a "simple closed curve" or "Jordan curve", i.e. a non-self-intersecting continuous loop in the plane, can be a horrible object, for instance a nowhere differentiable curve such as the Koch snowflake and other fractal curves. There are also Jordan curves of positive area (first constructed by Osgood in 1903).
In fact, as it is also explained in the Wikipedia article that you linked, the problem is actually solved for "well-behaved" curves, such as convex curves or piecewise analytic curves, i.e. for objects that are close to our intuitive notion of "continuous closed loop".
A possible strategy to solve the problem in the general case is to try to  approximate your Jordan curve by using well-behaved curves, for which we know that the conjecture is true, and then pass to the limit. The technical difficulty with this approach is that a limit of squares is not necessarily a square, but it can be a single point (i.e., a square "of side length 0"), so it is not clear whether it is always possible to find an approximating sequences of curves that works.
