Invented independently by Piet Hein and John Nash, the game of Hex is both simple and deep. Each player is assigned two opposite sides of the board and tries to connect them with an unbroken chain of stones. Draws are impossible, and in principle it can be shown that the first player has a winning strategy (if the second player had such a strategy, the first player could “steal” it with a move in hand). But succeeding in practical play requires careful, subtle thought.

You can try it here.