I went to a talk about probability paradoxes, and the speaker mentioned the following scenario (at least, this is how I recall it):
One hundred people live on an island. Each person has green or blue eyes. Each person knows everyone's eye color except his own, and they don't communicate with each other. A traveler comes to the island and tells the inhabitants something that everyone already knows. For example, if all except one of them had blue eyes, he could tell them "at least one of you has blue eyes."
The counterintuitive thing is supposed to be that the traveler's statement will actually give new information to someone. I am not seeing how this is true. Maybe I misinterpreted the setup?
The traveler's statement gets everyone on "the same page" so that each islander can correctly deduce what the other islanders know. Imagine a case with one person with blue eyes and one with green. The person with blue eyes can't see anyone with blue eyes, so the traveler's statement that "there is someone here with blue eyes" is in fact new information to him.
Now imagine two people with blue eyes and one with green. Both blue eyed people can see someone else with blue eyes, so the traveler's statement isn't really new information - of course there's someone here with blue eyes. However, each blue eyed person doesn't know that the other blue eyed person can also see someone with blue eyes. After no one leaves on the first day, each blue eyed person can correctly deduce that the other blue eyed person must have seen someone with blue eyes, and it must be themselves.
The traveler's statement allows the islanders to figure out what each other islander knows. The statement itself doesn't give information directly, but how the other islanders react provides clues about who has bue eyes. To sum it up, even if I know that someone here has blue eyes, I don't know that my neighbor knows that until the traveler tells me.