How does a paradox affect the reader?

Hint: A paradox is a contrary to any expectations, existing beliefs or perceived opinions. When a reader looks at a paradox, they look over the idea in a more innovative way. When a reader sees a paradox, think of it as a "Huh, that's interesting" moment.

Complete answer:
A paradox is a set of words, sentences, or arguments that are true on their own but put together cannot be true at the same time . The linked article has some really good examples and explanations and is worth a look:
As a quick example, this is a paradox:
-The following statement is true
-The preceding statement was false

So what is it about paradox that works so well in literature? My answer is that it forces the reader to think, to consider, to work things out for themselves. It can also be a very effective tool to highlight the absurdity of what characters are doing or saying.

For example, in the link above, there is a citation about Orwell's book Animal Farm in which the pigs (the ruling class) write as one of the basic rules of the farm: All animals are equal but some are more equal than others." From that statement, we know the pigs are pulling a fast one on the other animals and it highlights the relationship the pigs have developed over the other animals.

As another example, take Harry Potter. Throughout the series, Snape is one of Harry's worst tormentors and yet turns out to be a hero in the end. Snape is a tormentor and also a hero? Yes - and therein lies the paradox.

Note: The purpose of a paradox is to arrest attention and provoke fresh thought. The statement “Less is more” is an example. Francis Bacon’s saying, “The most corrected copies are commonly the least correct,” is an earlier literary example. In George Orwell’s anti-utopian satire Animal Farm (1945).