They make you look at things in a different way.
What do you mean?
Well, we see something in one way, then we see it in a different way and it is not the same. These can help your brain to work in a different way.
Why do I want that?
Well, sometimes our brains are locked into seeing things in one way only. These make you realise there are different sides to every story. They are used to entertain, but they also help keep your brain active. If you cannot see what the brain teaser is about, maybe your brain needs some more exercises.