The Monty Hall Problem is based on the game show called Let's Make a Deal where a contestant is asked to choose from three doors to win a prize. Upon choosing a door the contestant is then shown what's behind one of the two remaining doors. The contestant is given the choice or changing their original choice and picking the last door.
The dilemma involves whether to accept the third door or to stay with the first choice made. Some assume that the second door shown will always be the non-prize and thus the contestant should always accept the third door.