I am trying to explain why double negation elimination $\neg \neg \phi \vdash \phi$ is invalid in intuitionistic logic, but introduction $\phi \vdash \neg \neg \phi$ is valid.
The latter is easy: if I can prove $\phi$, then I can prove that '$\phi$ is contradictory' is contradictory. I might explain this by saying that "if I can see that your coat is blue, then I can immediately construct a contradiction from (your coat is not blue)".
For elimination, one can see how having a proof that `$\phi$ is contradictory' is contradictory doesn't furnish you with a proof of $\phi$ itself, but in my experience people don't find examples like "'(your coat is not blue) is contradictory' does not give a proof that your coat is blue" very convincing.
What I would like is a similar simple natural language example that makes it clear that elimination is not straightforwardly valid.
Even in intuitionistic logic, double negation elimination holds for statements that have to be true or false, in this sense: there is an intuitionistic proof that $$ (\phi \lor \lnot \phi) \to (\lnot \lnot \phi \to \phi). $$ The proof is as follows, by cases: First, if $\phi$, then $\lnot \lnot \phi \to \phi$ trivially. Second, if $\lnot \phi$, then $\lnot \lnot \phi$ implies $\bot$, and $\bot$ implies $\phi$. So overall we would conclude $\lnot \lnot \phi \to \phi$ in each case.
This has an informal consequence for natural language examples: it is necessary to avoid statements for which the audience already believes $\phi \lor \lnot\phi$.
One possibility is to use a modal interpretation of intuitionistic logic instead. So asserting $\phi$ means that $\phi$ is certain, and asserting $\lnot \phi$ means that $\phi$ is impossible.
In this interpretation, we see that $\phi \to \lnot \lnot \phi$ holds because, if $\phi$ is certain, then it is impossible for $\phi$ to be impossible.
But $\lnot \lnot \phi \to \phi$ does not hold in this interpretation because, just because it is impossible for $\phi$ to be impossible, this does not mean that $\phi$ must be certain. Perhaps $\phi$ is only a possibility, neither certain nor impossible.
So, in natural language, if I say: "There is no chance that it is impossible that it will rain tomorrow", this does not imply "It is certain that it will rain tomorrow".
Similarly, DanielV gave a nice example which could be restated as follows. If I say, "It is impossible to say that it is impossible for the defendant to be innocent", this does not allow the jury to conclude that the defendant is innocent.
This relationship between modal logic and intuitionistic logic shows up formally: both of these logics have natural Kripke semantics, and Kripke semantics are one way to verify formally that intuitionistic logic does not prove double negation elimination.