Question

what did churchill mean when he describe russia as being "a riddle wrapped in a mystery inside an enigma?"

Answer 1

If you were to break down Churchill's famous quote, you would see this:

Riddle, Mystery, Enigma.  These three words are key.  They are all connected.  What is the connection --- these words describe a secretive and mysterious meaning.  The best way to understand a puzzling quote like this is to break it down, and define each and every word; Forming a more understandable explanation.

Answer 2

Basically Churchill means to say "I don't know much about what Russia's gonna do"

Mysteries, riddles, and enigmas are all synonymous with "unknown".

So there's no telling what Russia's gonna do... trying to figure out what they're gonna do is like trying to answer an impossible question.