There are (at least) two ways of understanding evolution and making predictions about the kinds of things that it produces. The first focuses on the organism, and says things like, "we expect evolution to produce organisms that are good at reproducing." This is the high school biology level of understanding natural selection. The second focuses on the gene, and says things like, "we expect evolution to produce genes that are good at replicating." This is closer to reality and further from (y)our intuitions.
I highly recommend The Selfish Gene for an explanation of the gene-centered view of evolution. This book cleared up much of my own confusion, and answered a bunch of questions that I had, coming from an organism-centric perspective. Questions like these:
It's also an enjoyable read and full of citations and experimental results.
This may be a question trivial for you, but: Why is there variation inside a species? On some instances, you could argue that the Nash equilibrum is mixed (for example, different men prefer different physical appearances of women, so women of different appearance can coexist), but: What the hell is the evolutionary advantage in having zits?
Probably, it has something to do with genes of different types (all of whom have a good reason to stay in the gene pool by a mixed Nash equilibrium) mixing up and producing zits, but: Why should evolution, that managed to create eyes and brains, be unable to get something against this working if other members of the same species can perfectly manage to avoid them? Because such a gene can easily exist in individuals that don't have that particular problem (and I can't think of any adverse effects this would have), it should be able to spread even if not all members of the species have a particular problem. The disturbing thing is that I imagine a working fix without adverse effects to require only pulling some hormonal levers, not coming up with the complication that is needed to make a proto-eye better by a positive amount (so that the mutation can survive).