My Explanation
Imagine you have a sudoku... once it's finished you can check you've got the right answer really really quickly... it's easy peasy to say "yes, you have solved that sudoku!"... but the actual solving of it takes a long time and quite an effort. You could say that that sudoku is "worth" the amount of time that it took to solve it.
Now imagine that you have a gigantic sudoku... maybe 10 million squares across and down. A person couldn't solve it, it'd just take their entire lifetime.
A computer could solve it! But it wouldn't be able to do it quickly and it would take a long time and a lot of electricity. So once it's finished you could say it was "worth" the amount of electricity your computer has used to solve it.
With all these people getting their computers to solve new massive sudokus. After a while you would also run out of sudokus to solve... someone else will have already done the one you've thought of.
So you've ended up with something that took a lot of cost to produce that are in limited supply. And in the same way that you could choose to trade by swapping goods for, say, a genuine picasso - you can also do a trade for a puzzle that cost stupid amounts of electricity to produce.