This story takes us back to the times of King Vikramaditya. The king was possessed by a demon called Betal who once asked him a tricky question to judge his wit. He showed him three coins (gold, silver and copper) and told him that if he made a true statement, he'll get a coin else he won't be getting any of the coins. Imagine yourself to be Vikramaditya and try and make an apt statement which would ensure that you get a gold coin.
"You'll either give me the gold coin or no coin."
If the demon gives the gold coin, the statement was true and I received a coin, so everything is OK.
If the demon gives me a silver or copper coin, the statement was false and I received a coin, so it can't happen.
If the demon gives me no coin, the statement was true and I received no coin, so it can't happen.
As you see by asking "You'll either give me the gold coin or no coin." the only possible outcome would be receiving the gold coin.
EDIT for clarification:
Let's imagine the two scenarios, where the sentence I said is true and where it's false.
First Scenario ("You'll either give me the gold coin or no coin." is true):
Since it's true, the demon will give me a coin; but if it's true and the demon gives me a coin, it must be the gold coin (since it was true that he would give me the gold coin).
Second Scenario ("You'll either give me the gold coin or no coin." is false):
Since it's false, he will give me no coin. But we just assumed that the statement "You'll give me no coin" (a variant of it actually) is false.
Therefore, Second Scenario can't happen.
Why stop at one coin? Get all three!
The number of coins you give me can be divided by 3 without remainder!
This is exactly true when he gives you 0 or 3 coins. As a true statement together with 0 coins is not possible, the demon Betal has to give you all three coins, including the gold coin!