TITLE: What makes Probability so difficult to get it right in the first place?
QUESTION [5 upvotes]: I took two classes of Probability, I did very well and was confident on the subject. Now I meet it again in my Combinatorial Algorithm course, and guess what? I feel completely blank again! I have to review all my notes, look for examples ... even though I've already "solved" them thoroughly. I realize the amount of time I spent for these Probability classes is usually double/triple the time I spent for any other science classes. Why is it so difficult to grasp the concepts in Probability in the first place?

REPLY [11 votes]: Human beings are notoriously bad at calculating probabilities.
Probability theory was not part of mathematics for  2000 years  and it took  more than 400 years  and the genius of  Cardano, Pascal, Fermat, Huygens, De Moivre, Laplace and finally Kolmogoroff to show that it  could after all be integrated  completely into  mathematics. To give just one example, the difficulty of probability theory was spectacularly illustrated  by the incredible number of mathematicians who gave wrong answers to the Monty Hall problem,  Paul Erdős (one of the most amazing mathematicians of the twentieth century) being one of  them.  
The essential rôle of probability theory in quantum mechanics is probably also the reason why, as Bohr, Feynman and others liked to emphasize, nobody really understands quantum mechanics at the gut level (even though most of our technology nowadays derives from it). Some  scientists believe that our brains developed a superb intuitive understanding of kinematics and dynamics thanks to the pressure of the environment  on our hunter-gatherer ancestors  (think throwing spears at sabre-toothed tigers!) but that probability theory was useless there.  
To come back to your question, it might  be closed because some users will feel that it is inappropriate for this site, but I am not sure  that evolutionary psychology sites or similar ones will be able to answer it either. But you should try your luck (and if you do learn something there, let me know: I find the subject interesting!)