There are still many mysteries at the edges of our knowledge, as for example in the behavior of light, which can be explained as either particles or waves, without either seeming completely satisfactory. We are bumping up against the underlying structure of reality, and against the limits of our ability to know. It gives a feeling of awe.

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Not really a mystery, just poorly explained to most people.

Look up the Eliezer Yudkowsky explanation for quantum theory on Less Wrong. Not a particle, not a wave, no more observer paradox.

Thank you!