The discussion highlights the challenge of identifying the most perplexing unsolved math problem, noting that the difficulty of a problem often becomes apparent only after attempts to solve it. The Collatz conjecture is cited as a prime example of a seemingly simple problem that remains unsolved despite extensive efforts. The Extended Riemannian Hypothesis and historical geometric problems are mentioned to illustrate how long it can take to prove mathematical hypotheses. The conversation suggests that many unsolved problems, some over a century old, continue to challenge mathematicians, and the difficulty of these problems can be unpredictable. Ultimately, the nature of unsolved problems in mathematics reflects the complexity and evolving understanding of the field.