The puzzle system has a first puzzle piece (10) that has a first leg (12), a second leg (14) and a third leg (16) connected together at a mid-point (18). The first leg has an arrow-shaped outer end (20), the second leg has an arrow-shaped outer end (40) and the third leg has an arrow-shaped outer end (60). The first leg and the second leg have a cavity (80) defined therebetween. A second puzzle piece (86) is identical to the first puzzle piece (10). The second puzzle piece has an arrow-shaped outer end (98). The outer end (98) is disposed in the cavity (80) so that an end surface (100) of the outer end (98) bears against an inner surface (36) of the outer end (20) and an opposite outer end (106) bears against an inner surface (50) of the outer end (40).