A surprising statistical claim is a challenge to our existing worldview. It may provoke an emotional response—even a fearful one. Neuroscientific studies suggest that the brain responds in much the same anxious way to facts that threaten our preconceptions as it does to wild animals that threaten our lives.6 Yet for someone in a curious frame of mind, in contrast, a surprising claim need not provoke anxiety. It can be an engaging mystery, or a puzzle to solve.