To play Puzzle levels you'll need lives. You start the event with 5 lives, and lose 1 each time you fail or quit a level without completing it.

But don't worry! Lives regenerate every 24hs, you can see how much you have until your next life, and how many you have available in the top left side of the screen:

The good news is that as long as you beat the level you won't lose a life, so you can keep playing!