There are no surprising facts, only models that are surprised by facts; and if a model is surprised by the facts, it is no credit to that model.
It is always best to think of reality as perfectly normal. Since the beginning, not one unusual thing has ever happened.
The goal is to become completely at home with [a world where people don't understand the difference between PNG and JPG in 2010]. Like a native. Because, in fact, that is where you live.
- (paraphrased) http://lesswrong.com/lw/pc/quantum_explanations/
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Calling reality "weird" keeps you inside a viewpoint already proven erroneous. Probability theory tells us that surprise is the measure of a poor hypothesis; if a model is consistently stupid - consistently hits on events the model assigns tiny probabilities - then it's time to discard that model. A good model makes reality look normal, not weird; a good model assigns high probability to that which is actually the case. Intuition is only a model by another name: poor intuitions are shocked by reality, good intuitions make reality feel natural. You want to reshape your intuitions so that the universe looks normal. You want to think like reality.
This end state cannot be forced. [..] But it will also hinder you to keep thinking How bizarre! Spending emotional energy on incredulity wastes time you could be using to update. It repeatedly throws you back into the frame of the old, wrong viewpoint. It feeds your sense of righteous indignation at reality daring to contradict you.
- http://lesswrong.com/lw/hs/think_like_reality/
Whenever I hear someone describe quantum physics as "weird" - whenever I hear someone bewailing the mysterious effects of observation on the observed, or the bizarre existence of nonlocal correlations, or the incredible impossibility of knowing position and momentum at the same time - then I think to myself: This person will never understand physics no matter how many books they read.
Point being, Einstein spent a large part of his career completely unable to deal with the sheer weirdness of quantum physics. ("God does not play dice," "spooky action at a distance," and so forth.)
Ultimately he was able to adapt his worldview to include the implications of quantum theory, but until then he was most certainly not in a state where he would "never understand physics."
It was a great essay, actually, just a terrible lede, as EY himself acknowledged in the comments.
