In order to pass through a door, you are required to say something thats true about yourself. If its a lie, you will disappear forever.
The first woman is a brunett, she walks up to the door and says "I think I am pretty". She is allowed to pass.
The second woman is a redhead, and she says "I think I am smart", she also passes.
Then, the blonde shows up. she says "I think...." then disappears forever!