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Why were Arno Penzias and Robert Wilson puzzled by the signal from their antenna?

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Oval map of the cosmic microwave background radiation from NASA's WMAP mission, showing a mottled pattern of blue, green, yellow, and red representing temperature variations. — Cosmic microwave background A full-sky map produced by the Wilkinson Microwave Anisotropy Probe (WMAP) showing cosmic background radiation, a very uniform glow of microwaves emitted by the infant universe more than 13 billion years ago. Color differences indicate tiny fluctuations in the intensity of the radiation, a result of tiny variations in the density of matter in the early universe. According to inflation theory, these irregularities were the “seeds” that became the galaxies. WMAP's data support the big bang and inflation models, and cosmic microwave background is at the farthest limits of the observable universe.

Arno Penzias and Robert Wilson were puzzled because they detected a constant, persistent radio signal while using a 6-metre horn antenna at Bell Laboratories that they could not explain.1

The antenna was originally intended for communications satellite research, but the scientists had adapted it for radio astronomy. They were perplexed because the signal, which corresponded to an excess temperature of about 3 K, was isotropic—meaning it remained constant regardless of which direction the telescope was pointed.213

To identify the source of this interference, Penzias and Wilson methodically eliminated every potential source of circuit noise they could conceive. They even removed a pair of pigeons that had been roosting in the horn and cleaned out the "white dielectric material" (droppings) left behind, yet the signal persisted. They eventually realized they had discovered the cosmic microwave background, the residual electromagnetic radiation from the big bang.1245