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Erebus comments on What is Bayesianism? - Less Wrong
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It should be obvious that infinity (like all things) is not inherently mysterious, and equally obvious that it's mysterious (if not unknown) to most people.
Infinity is mysterious was intended as a paraphrase of Jaynes' chapter on "paradoxes" of probability theory, and I intended mysterious precisely in the sense of inherently mysterious. As far as I know, Jaynes didn't use the word mysterious himself. But he certainly claims that rules of reasoning about infinity (which he conveniently ignores) are not to be trusted and that they lead to paradoxes.