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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.
I know the problem is easier to visualize if you increase the number of doors. Let's say you start with 1000 doors, you choose one and the announcer opens 998 other doors with goats. In this way is evident you should switch because unless you were incredibly lucky to pick up the initial door with the prize between 1000, the other door will have it.
How do we even come up with such amazing problems right ? It's fascinating.