tl;dr Maxwell's Demon is a thought experiment where an imaginary demon lets only hot molecules into a hot room and cold into a cold room (from each other), thereby violating thermodynamics.

Maxwell's demon, a thought experiment of chambers filled with hot and cold gas, connected by a microscopic trapdoor.

Thermodynamics/statistics shows that on average hot particles will go from the hotter side to the colder more than vice versa, gradually evening things out. That's increase of entropy (increase of 'disorder', because there's less 'order' of the separation between hot and cold regions.)

Maxwell's demon sits at the trapdoor and opens it only for hot particles from the cold side to go to the hot side, and cold ones from the hot side to go to the cold side. So the separation gets more; entropy decreases. But the demon apparently isn't increasing entropy elsewhere or expending non-negligible energy.

Therefore violating thermodynamics which, I think Einstein famously said, is basically the only physical law you can be completely certain won't be violated.