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If you mean the Monty Hall paradox, this is how I've recently been able to understand it.
You start with a 1/3rd chance of being right. That's a 2/3rds chance you are wrong. Your first pick is likely wrong.
The host now must open a losing door. Since you likely already picked a losing door, the host likely only has one option for which door to reveal.
So since chances are best that you first picked a wrong door, then the host picked the other wrong door. Which means the one that hasn't been picked by anyone yet is likely the winning door.
Edit: Monte Carlo paradox is a thing. My bad.
For this one I like the example: "The surgery fails 9/10 times. The last 9 patients have died. Does that mean you in the clear?"
The monte hall problem is easier to understand if you start with 1000 doors, then take 998 away.