One day while teaching a class at Yale, Shizuo Kakutani wrote a lemma on the blackboard and remarked that the proof was obvious. A student timidly raised his hand and said that it wasn’t obvious to him. Kakutani stared at the lemma for some moments and realized that he couldn’t prove it himself. He apologized and said he would report back at the next class meeting.
After class he went straight to his office and worked for some time further on the proof. Still unsuccessful, he skipped lunch, went to the library, and tracked down the original paper. It stated the lemma clearly but left the proof as an “exercise for the reader.”
The author was Shizuo Kakutani.