I think it would be very useful. I have access to software packages, but it takes effort to gather data, type it in, etc. If I could do it in my head--my mind mentally keeping track of observations and updating the parameters as I go through life, for all sorts of questions--does it look like rain today? how energetic do I feel today? -- I'd be building accurate models of everything important in my life. It would be a different level of rationality.
Alternatively, what single concept from statistics would most improve people's interpretations of popular news and daily life events?