What the heck is an "escape room"?

They are a fad form of entertainment for people self-assured of their own cleverness, much like pub/bar quiz games. You go in and solve “puzzles” to escape. Not having an interest in games in general, the idea of an escape room has absolutely zero appeal to me.

I was pretty clueless about the fad, first discovering it in a My Little Pony episode nearly 8 years ago. It is old and established enough to have been in a My Little Pony episode nearly 8 years ago.