Simple intuition
Two qubits can become parts of one shared state. After that, asking for the state of just one qubit is not enough to describe the pair.
Precise explanation
An entangled state cannot be factored into |ψ_A⟩ ⊗ |ψ_B⟩. If two qubits are in a Bell state, each qubit alone looks maximally random, but the pair has strict correlations when measured in matching bases.
Example or analogy
Analogy: a sentence has meaning as a whole, not as isolated letters. The pair carries structure that the separate pieces do not reveal by themselves.
Common misconception
Entanglement does not let you send a message faster than light. The correlations are real, but the local outcome on each side is still random until results are compared.