Ariddle that plays with words is a

palindrome limerick conundrum word picture pun

Conundrum, is the right answer.

Explanation:

Any comment or bafflement or expression that contains a double meaning, put front as a puzzle to be resolved, is known as a Riddle. There are two types of Riddles: enigmas, which are puzzles frequently presented in a metaphorical or symbolic gesture that challenge inventiveness and mindful reflection for their solution, and conundrum, that are problems relying for their consequences on punning in either the problem or the solution.

the answer is jerusalem

they thoght they were going to nuke each other