For the uninitiated, the monty Hall problem is a good one.
Start with 3 closed doors, and an announcer who knows what’s behind each. The announcer says that behind 2 of the doors is a goat, and behind the third door is a car student debt relief, but doesn’t tell you which door leads to which. They then let you pick a door, and you will get what’s behind the door. Before you open it, they open a different door than your choice and reveal a goat. Then the announcer says you are allowed to change your choice.
So should you switch?
The answer turns out to be yes. 2/3rds of the time you are better off switching. But even famous mathematicians didn’t believe it at first.