A finesse in bridge is a technique for taking tricks with lower honor cards (jacks, queens, and kings) when your opponents have higher honor cards (queens, kings, and aces). You need to finesse your lower honor cards past your opponents’ big-bully higher honors.
When you want to take tricks with lower honor cards, such as the king, queen, or jack, you need to lead from the side opposite the honor card with which you want to take a trick. Think of leading from weakness toward strength.
This image shows a classic finesse position. You have the ♠K in the dummy; your opponents have the ♠A. You want to take a trick with the ♠K.
Lead a low spade from your hand, the ♠3, from weakness toward strength. West happens to have the ♠A, so she can make one of two moves:
If West plays the ♠A, your ♠K becomes a later sure trick because the king is now the highest-ranking remaining card in the spade suit.
If West plays a low spade, the ♠8, you play the king and take a trick immediately with the ♠K.
Your finesse works. No matter what West does, you take either an immediate or an eventual trick with the ♠K.
Now check out this image, which presents a scenario just as likely as the one in the preceding image.
When you lead a low spade, the ♠3, and then play the ♠K in the dummy, East (the last to play to the trick) takes your ♠K with the vA. Your ♠K doesn’t take a trick. Your finesse has lost.
Don’t grieve — a finesse loses about half the time. Everyone thinks that their finesses always lose while the opponents’ finesses always win. It’s just a temporary pain. Successful finesses even out over the long haul.