Monty Hall problem
You face three doors: one hides a car, the other two each hide a goat. Pick the door with the car and you win.
You choose one door (not opened yet). The host, who knows where the car is, opens another door showing a goat, then asks: “Do you want to switch to the other unopened door?”
Should you switch? Which choice gives the higher chance of winning the car?
See Wikipedia: Monty Hall problem.