Almost everybody takes the concept of probability for granted. But the nature of probability is one of the biggest philosophical problems in foundational questions about nature. Statistical mechanics in physics shows that probabilities in nature are not merely human abstractions, but fundamental to the laws of physics, with the most jarring example of probability showing up in our attempts at quantum interpretation.

I am partial to Hugh Everett's interpretation in this regard. But that doesn't take the probability away from the problem that Sean Carroll characterizes as "self-locating uncertainty". It's actually a philosophical mindf**k.