The Monty Hall problem is a brainteaser about a game show. In the game show, there are three doors. Behind one of the doors is a prize, and the other two doors have nothing behind them. The game show contestant has to pick one of the doors. After they choose a door, the host, Monty Hall, will open one of the other two doors and show that it has nothing behind it. Then the host will ask the contestant if they want to keep the door they chose or switch to the other unopened door.
The Monty Hall problem is a question about whether it's better to stick with the original door you chose, or to switch doors. Most people think it doesn't matter, but actually it's better to switch doors. That's because the odds of winning the prize are actually two out of three if you switch, but only one out of three if you stay with the same door you chose at first.