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Tim Gowers mentioned infinities that may sound like jokes, especially to outsiders. Here is one specific example: you are standing in a room; at every tick of the clock, someone throws in a pair of numbered ping-pong balls: 1 & 2, then 3 & 4, etc... and you only have enough time to throw out one of them before the next tick. If you throw out the one with the largest number, then after $\omega$ ticks of the clock, you are in the room with all the odd-numbered balls, whereas if you always threw out the ball with the smallest number, you would be rid of them all!

And what if the balls are not numbered? A good way to get non-mathematicians thinking about infinity.