Below is a truly classic comment on this subject by the late, great physicist Richard Feynman. It comes during his series of 1964 lectures called 'The Character of Physical Law,' which is available in book form. We join him when he's warning his audience (at Cornell University) how hard it's going to be to grasp his explanation of quantum physics. This part alone is well worth watching--and if you want to stay tuned for the subsequent 50-minute description of the classic "two-slits experiment," which illustrates the famously counterintuitive wave-particle duality, so much the better.
See web-only content:
http://www.theatlantic.com/technology/archive/2012/07/richard-feynman-on-the-weirdness-of-physical-reality/259718/
[h/t: Tim Heffernan]
This article available online at:
http://www.theatlantic.com/technology/archive/2012/07/richard-feynman-on-the-weirdness-of-physical-reality/259718/