Although most of you probably find quantum physics as interesting as your grandfather's war stories, one groundbreaking experiment will surely leave you in awe no matter your bias towards the subject. Termed the Double-Slit Experiment, a bunch of scientists tried to see whether or not Electrons behave like little marbles, or like waves. They did this by shooting electrons, one by one, through a screen with two slits in the middle, and tried to observe which slit the electron passed through.
Now here's the juicy stuff: The electron passed through neither, and both AT THE SAME TIME!
BUT WAIT! THERE'S MORE!
When unobserved, the electrons acted just like marbles, and noticeably passed through either slit. However, when being observed by the scientists (just watched), they started behaving like waves, and the scientists couldn't tell which slit it passed through.
Moral of the Story: Simply observing matter changes it's properties and how it behaves, almost like it knows you're watching.
Here's a short video explaining exactly how it works. If you can get past the retired-superhero-gone-physics presenter, I strongly recommend you watch it: