Some aspects of programming education are examined in this work. It is emphasised, based on the entertainment value, the most appropriate examples are chosen to demonstrate the different language constructions and data structures. Such an example is the demonstrated algorithm for solving the widespread nowadays "Sudoku" puzzle. This is made, because of the connection with the term set and putting it into practice in the programming. Using the so built program there are solved some combinatorial problems, connected to the Sudoku matrices. Key words: Education in programming, programming languages, data structures, set, Sudoku matrix, Sudoku puzzle.