You participate in a game show where you must choose between 3 doors. Behind 2 doors is a goat, but behind 1 door is a car. You pick a door, say door no. 1, but before you open the door, the host opens another door, say door no. 3, which has the car behind it. "Oops," says the host.
You lose.
It depends on how much you see the problem as a contrivance and how much as an actual scenario. Either way, the point is not to see it as a one-off event, but to run the simulation many times in order for the statistics to manifest. In every iteration of the simulation, the host must select a non-prize door.