The rules for the classic version of Sudoku are quite simple:

Fill in the grid so that
  each row,
  column, and
  3 by 3 square
contains all the digits from 1 to 9.

There are a number of Sudoku variations but they all follow the same basic rules, for example with a 2x2 puzzle you have to fill in the numbers 1 to 4 for every row, column and 2x2 box.