Sudoku is a game, generator, solver, and statistics calculator. It has command-line options and well-documented manual page, plus nice UI to play.
In game, you can save or load board, request a hint which might even give you which digit to try, it can also solve the board if you have given up.
Sudoku was released in 2005-07 by Michael Kennett into public domain, continued by Peter Spiess-Knafl on 2015-02-12, written in C with ncurses, running on Windows and Unix-like, currently git-61e3f39 (2015-03-13, post v1.0.4 (2015-02-28)).