I find him really strange - I can't figure him out at all.

figure 是动词，意思是"理解、弄明白"。 out 在这里是副词，与动词 figure 搭配使用，表示"彻底、完全"的意思。 figure out 是一个常用短语动词，意思是"理解、弄清楚、想出解决办法"。