The Psychology of Security, an article by Bruce Schneier, is worth reading even if you aren't very interested in security, because it lists and explains a lot of mental biases that cause people to think illogically, such as the anchoring effect. (Start at the section called Risk Heuristics if you don't want to read the whole thing.) These biases are kind of like "bugs" in the human "operating system."
To me, the oddest thing about these bugs is that we are usually unaware of them. It is kind of like the tone-deafness that afflicts some of the American Idol contestants, causing them to believe they are good singers even though they are horrible. The problem combines poor performance with inaccurate evaluation of one's own performance. But unlike tone-deafness, the bugs described in Schneier's article seem to affect almost everyone. That is the weird part. Imagine living in a world where 99% of people perceived music the way that the very worst American Idol contestants do. Most people would not notice anything wrong, but a few people would be very annoyed and wear earplugs a lot.
Well, it turns out that we do live in such a world, except musical perception is not the problem. It is the various types of everyday judgements listed in Schneier's article that we all keep getting wrong.