What Exactly is the Information Paradox?

The black hole information paradox tells us something important about the way quantum mechanics and gravity fit together. In these lectures I try to give a pedagogical review of the essential physics leading to the paradox, using mostly pictures. Hawking's argument is recast as a `theorem': if quantum gravity effects are confined to within a given length scale and the vacuum is assumed to be unique, then there will be information loss. We conclude with a brief summary of how quantum effects in string theory violate the first condition and make the interior of the hole a `fuzzball'.