There's multiple kinds of riddles
Most of them are Riddler Trophies, which you can find either by exploring or through puzzles
There's actual riddles
Where you are given a riddle and have to scan whatever matches it
Destroyables
Where you have to destroy certain objects like balloons or security cameras
And for Arkham City exclusively, Riddler Challenges
Where you have to do certain things in order to complete the challenge, like glide kick 5 enemies