Eddy current increases the impedance because of the direction for which they are turning.  Always keep in mind the right hand rule.  Wrap your right hand around the eddy currents inside the material and trace this direction through the coil.  Then wrap your hand around the coil to find the direction of this magnetic field.  You'll find that the two oppose each other which means the currents inside the wire your using oppose each other so the impedance increases.