Call three coin flips (heads or tails). I'll choose three coin flips. Then I'll start flipping coins. Whoever's sequence comes up first, wins!
You've won 0 games.
I've won 0 games.
This game is unfair. But it's not the coin flips that are unfair (you can learn to play this game, and win, in real life, with a fair coin). What makes this game unfair is that I look at your prediction before I make my own prediction.
To pick the most-extreme example: if you pick "heads, heads, heads", then I will pick "tails, heads, heads". This means that so long as a tails comes up before three heads comes up, then I will win, because there's no remaining combination of flips by which you'll win.
Depending on your prediction, I will win between 2 and 7 times more often that you will.
(if you've won a few games, then you've been lucky: but keep playing and your luck will run out, sooner or later!)
This is an example of a non-transitive game. You can learn more about the game, and how to play it for yourself, from its article on Wikipedia. Or you can learn more about non-transitive games in general, and about the author of this webpage, on his blog post about it.