here is one...
You are presented with two envelopes and told that one of them contains twice more money than another. You choose one, look inside and decide to take another one. Is your decision correct?
Looks like it is: if the envelope you chose contains x dollars, the other one has x/2 or 2x with probability 1/2 each. So if you switch you'll have 1/2*x/2 + 1/2*2x = 5x/4 which is better than x.
But it doesn't make sense! Or does it?

You are presented with two envelopes and told that one of them contains twice more money than another. You choose one, look inside and decide to take another one. Is your decision correct?
Looks like it is: if the envelope you chose contains x dollars, the other one has x/2 or 2x with probability 1/2 each. So if you switch you'll have 1/2*x/2 + 1/2*2x = 5x/4 which is better than x.
But it doesn't make sense! Or does it?