If you do enough of them you'll see the progressive flow of how they want you to think more. When you first start many are just find a check and the rest just falls in line, after awhile a setup move might be first and so on. Then you might have some that are just a piece capture it appears but the position after might be the actual puzzle so you must capture it a certain way or with a certain piece. Just make sure you solve the ones you get wrong after, you'll be surprised at how you remember them eventually.
Yea they are frustrating at times.
I totally get that the point of solving puzzles is to find the best move, But if you make a move that let's say setup mate in 3 when there was a move that mate in 2, you shouldn't get the same amount of lost points as if you make a blunder. In a real game, if I found mate in 3, I don't look for a better move, I play my mate in 3, the clock is ticking, why wasting time and potentially lose the game on time by searching for better.