Fermat's Last Theorem

x^n + y^n = z^n has no solutions where n > 2 and x, y and z are all natural numbers. It's hard to believe that, knowing that it has an infinite number of solutions where n = 2.

Pierre de Format, after whom this theorem was named, famously claimed to have had a proof by leaving the following remark in some book that he owned: "I have a proof of this theorem, but there is not enough space in this margin". It took mathematicians several hundred years to actually find the proof.