As with anagrams, cryptograms were started in ancient Greece, but for a much different purpose. In the 5th century BCE, Spartans would carve a cipher on a stick then wrap it. The only way it could be deciphered is with the right diameter of stick. This was very masterful in passing strategic messages to leaders. Julius Caesar is said to create the first substitution cipher called the Caesar Cipher. Also as with anagrams, cryptograms grew to great popularity in the Middle Ages. Medieval monks had much time on their hands so they pursued many intellectual games…this was one of the most popular!
“A cryptogram is a type of puzzle which consists of a short piece of text encrypted with a simple substitution cypher in which each letter is replaced by a different letter.” ( http://en.wikipedia.org/wiki/Cryptogram )
Also like anagrams, cryptograms can be quite difficult! The best strategy is to figure out which letter is used with the most frequency or rather maybe common two letter words that are frequently used. This begins the quest to decypher the cryptograms.
Here are a couple of Cryptograms to get you started:
gebo tev e cwaack cegn gsatkb ussyk
mary had a little lamb mother goose
Here is a great online resource on cryptograms: http://www.cryptograms.org/