The first book on physics I ever read was Stephen Hawking's A Brief History of Time. It's actually the book that catapulted me from a sort of weak theistic agnosticism into full-on atheism. It wasn't that I thought Hawking had disproved the existence of God or anything like that, but it was the thought process that intrigued me – he bravely took certain "big questions" out of the realm of mysticism and into the quantifiable world of science. This was also the book that introduced me to the famous double-slit experiment in quantum mechanics. In the experiment, a particle does not take one path from A to B, but rather all possible paths simultaneously. That's a profoundly counter-intuitive idea, one that's even more counter-intuitive than the weirdness of things like gravitational time dilation from Einstein's General Relativity.
Our minds play tricks
We tend to view the world from a rather insular kind of bubble. We're bombarded with a massive amount of sensory data which our brain constructs into a reasonably reliable model that we call "reality". We develop an intuitive understanding of the world, where we assume that things are going to work a certain way. We don't test every inch of ground before we step on it to make sure we won't fall through. We know from experience that if we let go of something, it will fall to the ground – and we don't bother making sure that applies to every object we encounter. In case you were wondering, cognitive psychologists have a name for these assumptions – they're called "intuitive physics".