That's a great paradox that can be really hard to understand for some but it's quite obvious when it finally clicks. You just needs proper reference or rather point of view that makes You understand that Monty selection and player decisions are not unrelated events and Monty just eliminates a whole branch of possibilities by introducing his knowledge into the system (he cannot show the prize and thus must always select one of the goats). And if You can imagine this problem as a decision tree You suddenly, as a bonus, understand conditional propability.