I'm not a quantum physicist so take this with a grain of salt, but my favourite analogy is heliocentric vs geocentric orbits: http://i.imgur.com/AReqgfP.gif htt

I'm not a quantum physicist so take this with a grain of salt, but my favourite analogy is heliocentric vs geocentric orbits: http://i.imgur.com/AReqgfP.gif http://i.imgur.com/AReqgfP.gif The collection of data can have assumptions built in that you are unaware of. If you aren't thinking about the earth moving when measuring the orbits of the other planets the data shows that the orbits are pretty crazy. Likewise when we measure at the quantum level things seem pretty crazy, things in two places at once, etc. Saying "Once something is small enough it can behave completely differently from what we observe at larger scales" is a pretty big assumption. String theory trades some assumptions for others to rationalize some of the 'crazy behaviour' at small scales.