In a world where tigers didn't exist, I wouldn't expect to see one in my trashcan. In a world where tigers did exist, I also wouldn't expect to see a tiger in my trashcan, but I wouldn't be quite as surprised if I did see one. My prior probability that tigers exist is very high, since I have lots of independent reasons to believe that they do exist. The conditional probability of observing no tiger in my trashcan is skewed very slightly towards the world where tigers do not exist, but not enough to affect a prior probability that is very close to 100% already. You could say the same for the goblin example, etc–my prior probability is close to zero, and although I'm more likely not to observe a goblin in my trashcan in the world where goblins don't exist, I'm also not likely to see one in the world where goblins do exist. The prior probability is far more skewed than the conditional probability, so the evidence of not observing a goblin doesn't affect my belief much.
David Chapman criticizes "pop Bayesianism" as just common-sense rationality dressed up as intimidating math[1]:
What does Bayes's formula have to teach us about how to do epistemology, beyond obvious things like "never be absolutely certain; update your credences when you see new evidence"?
I list below some of the specific things that I learned from Bayesianism. Some of these are examples of mistakes I'd made that Bayesianism corrected. Others are things that I just hadn't thought about explicitly before encountering Bayesianism, but which now seem important to me.
I'm interested in hearing what other people here would put on their own lists of things Bayesianism taught them. (Different people would make different lists, depending on how they had already thought about epistemology when they first encountered "pop Bayesianism".)
I'm interested especially in those lessons that you think followed more-or-less directly from taking Bayesianism seriously as a normative epistemology (plus maybe the idea of making decisions based on expected utility). The LW memeplex contains many other valuable lessons (e.g., avoid the mind-projection fallacy, be mindful of inferential gaps, the MW interpretation of QM has a lot going for it, decision theory should take into account "logical causation", etc.). However, these seem further afield or more speculative than what I think of as "bare-bones Bayesianism".
So, without further ado, here are some things that Bayesianism taught me.
What items would you put on your list?
ETA: ChrisHallquist's post Bayesianism for Humans lists other "directly applicable corollaries to Bayesianism".
[1] See also Yvain's reaction to David Chapman's criticisms.
[2] ETA: My wording here is potentially misleading. See this comment thread.