what is the mathematical problem in each block which is difficult to solve? in blocks page it says each block has a solution to solve difficult mathematical puzzle, what is that difficult mathematical puzzle?
That difficult mathematical puzzle is finding a block that can legally follow the previous block. To follow the previous block, a block must meet a set of requirements. First, it must contain the hash of the previous block. That means you can't even start solving the problem until the previous block is found.

The key one is that the hash of the block must meet a target. For example, the hash of a recently-found block is:

000000000000000049f4701e8ac6dc62abd4a951363535697f1553963429a28e


Notice all those zeroes at the beginning? You would have to try quadrillions of candidate blocks before you find one with a hash with so many leading zero bits.