The squares marked A and B are the same level or brightness as each other, regardless of what your eyes are telling you. Copy and paste into some graphics software and check for yourself if you don’t believe me.
Or from the same site, see an animated example showing the same kind of thing. First, go to the Lightness Perception and Lightness Illusions site, then click on ‘download the PDF version’, making sure you have popups allowed. In the resulting window, scroll down and choose ‘The Koffka Ring’. This is perhaps even more starling, especially the ‘shifted’ version.