Yes, that's part of the problem.
It's also that there isn't really anything you can do to force what you observe. You will observe heads or tails based on a probability function.
Even though the heads and tails are separated (I'm imagining a coin cut in half the hard way), their identity is probabilistically driven until either one of them interacts with something. Like, we cut the coin and secretly place the halves in two bags and then go our separate ways. If I look in my bag and find the half of a coin with heads, then you must have the half with tails.
Except that the math says that until one of the bags is checked, the coins' identities randomly oscillate back and forth... as though the coins are switching places... which is where the intuitive understanding leaves us dumbfounded.
At the heart of it is the question, "How does your coin know my coin has been observed?" What information do they exchange, which seems to be instantaneous despite spacetime separation? Can we use this mechanism to send information?
It's confusing, because it
seems like nature is being tricky with us. It
seems like nature made the choice of heads or tails, and then veiled it in a probability. It
seems like if we are clever enough, we will see through the deception and unravel that it's not probability at all. Unfortunately, the math is proving to be quite strong at describing and predicting QM phenomena, while giving nothing in the way of an intuitive guide.
It seems impossible for the particles to be random one second and non-random the next split second without some information passing between them. However, the math shows exactly that... an entangled set of circumstances which still obey conservation laws.
The math uses a formalism which says that the identities of the entangled particles are undetermined until they interact with something. This prediction is well tested. The EPR paradox is a current topic of extensive experimentation. As proposed, it says you can't have QM and GR at the same time. Yet, we have 100 years of experimentation giving strong evidence of both.
Here's the best vid on EPR I could find in a quick search. It's ~15 minutes long, but I think it's easy to follow.
https://www.youtube.com/watch?v=0x9AgZASQ4k