As you start journeying down the rabbit-hole into quantum mechanics, you are presented with the famous "double-slit" experiment, in which you must confront what it means when a single particle, say, an electron, is given the option of two slits to choose from and yet seemingly does not choose at all, but rather acts as if it went through both slits at the same time. (If you are scratching your head right now, see if this helps.)
Madness! Luckily, great minds are here to explain, in order of increasingly accurate personality approximation:
Newton: No no no, you must have done it wrong, this is impossible! The electron must pass through one slit or the other, as everyone knows it is nonsense to think a particle can dividing itself or otherwise being in two places at once.
De Broglie: But actually the electron is a wave, so this is not a problem.
Einstein: God does not play dice! This experiment reveals something about the electron of which we are utterly unaware and perhaps unable to determine.
Born: No, see, this is a result of an altered probability of where the electron will land, a probability which is determined by it's wave-function, which interfered with itself in the double slit.
Feynman: Forget that. The electron really did go through both slits at once, and also went to the moon, and also up your nose, and also out to lunch and back. This violates possibly every law of physics that we know including the inability to go faster than light speed and also the inability to suddenly be two places at once--but you've got to accept that nobody understand quantum mechanics.
Greene: If you go even more deeply then we'll ever be able to prove then you'll find that the electron and slits both are really a vibrating string and by the way isn't the universe so incredible!
Physics is at the point where oftentimes "what actually physically happened" becomes a meaningless concept, or at least very difficult to tease out from the models we impose to understand things.