The Talos Principle - It’s pretty much purely a puzzle game with a nice dose of philosophy to drive the story along. Some of the later puzzles can get pretty difficult, and some of the optional challenges will likely take you a good while to figure out without guides.
The gambler’s fallacy is pretty easy to get, as is the Monty Hall problem if you restate the question as having 100 doors instead of 3. But for the life of me I don’t think I’ll ever have an intuitive understanding of the birthday problem. That one just boggles my mind constantly.