Now, Tell Me What You See Here
We are pattern-seeking animals -- we have to be. It's what keeps us alive as a species. Avoiding danger and finding food are our rewards for successful detecting patterns. Take Pavlov's dogs for instance. Once they could recognize the bell had a direct correlation to food, they salivated upon hearing the bell. They, like many sentient beings would, had a reasonable expectation that BELL = FOOD.
We're so good at detecting patterns that we can find one even where none exists. The more certain among us are called superstitious. Studies have shown that people tend to be more superstitious when they are in situations where they lack control. We do what we can to influence the outcome, however trivial it may seem. The greater the perceived lack of control, the more superstitious people tend to become. Humans aren't the only animals to experience this, either. Take for example Skinner's pigeons. B. F. Skinner ran an experiment in which he placed a series of hungry pigeons in a cage attached to an automatic mechanism that delivered food to them at random intervals. The birds, however, began to exhibit signs of superstitious behavior. They appeared to think that they were somehow influencing when the treat would be delivered based on what they were doing right before the previous drop. The pigeons were soon performing all sorts of "rituals", such as turning two times counter-clockwise, then bobbing their head back and forth and pecking the cage twice. The birds behaved as if there were a causal relation between their behavior and the presentation of food, although no such a relation existed. But the pigeons believed it. I'm sure if they could talk, many would probably stand by their strong convictions even in the face of evidence. Sounds familiar, huh?
Humans have evolved not only to perceive patterns even if there are none, but we've also evolved a sort of upgraded version of that pattern-seeking software that specializes in faces. Again, this helps us survive. If we can detect a face hidden in the bushes, as well as discern the faces of our family (our tribe), we stand a much better chance at survival. Pareidolia is the phenomenon whereby we see patterns where there aren't any. How many times have you saw a face in the wood grain of a door, wall, or desk, or seen faces in the clouds? How many times has the likeness of Jesus or Mary appeared in toast or other places?
Oh, I See What You Did There
Michael Shermer, editor of Skeptic Magazine, has coined the term "Patternicity", the tendency to find meaningful patterns in both meaningful and meaningless noise. When doing so, two types of errors can result. Type I errors are false positives, believing a pattern exists when it doesn't. Type II errors are false negatives, not believing a pattern isn't real when it actually is.
We want to believe, it's evolutionarily our default position. Consider and early hominid hearing a rustle in the grass...is the hominid skeptical and thinks it's just the wind, or are they cautious and believes its a dangerous predator? We listen when we're told by our parents or elders that, for example, don't swim in the lake because there are snakes. We automatically listen to and believe what we're told -- we can't afford not to with a risk as high as death.
Shermer has discovered that you'll find meaningful patterns in things when the cost of making a Type II error is less than the cost of making a Type I error. It's easier to not believe in Bigfoot (especially if you live in the city) than to not believe in Hell, because the perceived cost or personal danger is much higher. We evolved down a path in which the more cautious survived. In the earlier example, if the rustle in the grass was indeed only the wind, then the cost to assume it was a dangerous predator is low -- you just move away and be more observant.
It's the Everywhere
We tend to attribute agency in scenarios like this as a result. The major difference in assuming an unknown sound in the bushes is another animal as apposed to thinking it's harmless wind is that the latter is inanimate, the predator is an intentional agent. This is why we attribute agency to many unknown things, and why our lives are filled with ghosts, gods, angels, demons, aliens, and even malevolent government conspirators. Things that confuse us or baffle us by their complexity often get ascribed to an agent. And it's easy for such a thought to arise -- "She can run faster than me, and he can run faster than her...there must be someone out there that can run faster than all." Powerful beings beget powerful ideas, and before long you have a being of ultimate speed, might, and power. And if it's that powerful, then it must be responsible for this currently unexplained phenomenon.
These reasons make it difficult to use skepticism and science, because they're against our nature. Studies have shown that children start to apply purpose-based meanings to things at about the time they begin to recognize man-made tools that really do serve a purpose, such as cell phones. But science has proven itself to be the best tool we can use to determine reality. If we can understand ourselves, if we can recognize the places where we are more prone to these kinds of errors in thinking, then we can start changing for the better. After all, if we can find patterns so well, finding the patterns in our error-making habits should be...second nature.