To belabour the colours and boxes analogy:
We have 2 balls, if one is orange the other is always purple and vice versa.
Now these balls have an extra property. If you shake them vigorously they may or may not change colour randomly.
So, we put them in boxes without looking and take them far away from each other. Now, some time after they are far apart and before you look in the box, you shake one of the boxes. You then look.
In QM, if the ball you observe is orange(purple) then you know the other is purple(orange). But the other ball can't have known ahead of time that a) you were going to shake your one and b) that it changed colour (or didn't). That's why it's spooky.