Puzzles with Bible content (especially if they are exclusively Bible content) are excellent tools to learn the Bible in a very unique way. As the solver works through each clue and determines its answer, God's Word is being placed into his mind.
Please remember, however, that knowledge alone is not what God wants us to have. Meditating on and memorizing His Word must also be balanced with putting the truths learned into everyday practice. That is my prayer as you uncover the many riches found in the Bible.