The Monty Hall problem says:
Behind one of three doors is a prize; behind the other two is nothing. You get to choose a door. The host opens one of the other two doors, which has nothing behind it. Do you stick with your original door, or switch to the other unopened door?
It's easy to think you have a 50/50 chance on either unopened door, so it doesn't matter, odds-wise.
But actually, you have a 66% chance of winning if you switch.