Some words have very odd plural versions. Cul de sac becomes Culs de Sac. Thesis becomes theses. Octopus becomes octopi. And sphinx apparently becomes sphinges. Where did that come from?
A sphinx is a creature with the head of a person and a body of a lion. It is also an ancient Greek monster. The best known sphinx is probably the giant sphinx statue built in ancient Egypt. It can also be a mysterious or inscrutable person.
Since there isn't usually more than one sphinx at a time, people don't often use the plural version. Hence why sphinges sounds so odd. It pronounced almost exactly as it sounds — sfin - jeez.