To me the best explanation of the Monty Hall problem is to imagine there are 1000 doors. You pick a door and the host opens 998 other doors. Since you almost certainly did not choose the correct door, the host has almost certainly identify the correct door, so you should change your guess.
Then apply the same logic for 100 doors, then 10 doors, then 3 doors.
Then apply the same logic for 100 doors, then 10 doors, then 3 doors.