A woman is sitting in her hotel room when there is a knock at the door. She opened the door to see a man whom she had never seen before. He said "oh I'm sorry, I have made a mistake, I thought this was my room." He then went down the corridor and in the elevator. The woman went back into her room and phoned security. What made the woman so suspicious of the man?
Another possibility, that allows for the possibility Deusovi mentions:
The woman’s room is on the second floor of a two floor hotel. If the man’s reaction to finding he is at the wrong room is to go the elevator, that suggests he thinks he went to the “right” room but on the wrong floor. As there are only two floors and he’s just “realized” he’s on the wrong floor, he can only be going back to “his” floor: the ground floor. But if his room is on the ground floor, he would never have gotten in the elevator to begin with! Getting the wrong floor is one thing. Forgetting you don’t take the elevator to reach a room on the ground floor is another thing altogether.