One of the most powerful rationalist techniques is noticing your surprise. 

It ties in to several deep issues. One of them relates to one of my favorite LW comments  (the second highest upvoted one in Main):

One of the things that I've noticed about this is that most people do not expect to understand things. For most people, the universe is a mysterious place filled with random events beyond their ability to comprehend or control. Think "guessing the teacher's password", but not just in school or knowledge, but about everything.

Such people have no problem with the idea of magic, because everything is magic to them, even science.

--pjeby

For the universe to make sense to you, you have to have a model; for that model to be useful, you have to notice what it says, and then you need to act on it. I've done many things the wrong way in my life, but the ones I remember as mistakes are the ones where some part of me *knew* it was a problem, and instead of having a discussion with that part of me, I just ignored it and marched on.

It is good to notice your surprise. But that's only the first step.

--Douglas_Knight

So any stories, of tricks you noticed, didn't notice, or successfully pulled?