Creationist nonsense apart, there are some things in nature which make you think: "Why in the world should it be like that?"
The hairlessness of humans is one instance, there's been a lot of debate about that.
Another thing which has long puzzled me is the conservation of cervical vertebra number in mammals. With only two-and-a-half exceptions, mammals have seven vertebrae in their necks, no matter how long or short their necks are. Now, this number varies wildly in other classes of vertebrates; and also in mammals themselves the number of other sorts of vertebrae are not fixed at all: the number of dorsal vertebra can even vary
within a species. Why should the number of cervical vertebrae be so invariable?
So would anyone like to add to the list? What is genuinely puzzling in biology --- what are the questions that need answers and don't yet have them?