All models are wrong; some are useful.
The map is not the territory. All models are wrong (but some are useful). If we are surprised by some occurrence, it is not the world that is weird, it’s our view of it that is. Reality is reality; your perception is your perception. (Source: Think Like Reality, by Yudkowsky).
It’s a problem when your understanding is of the map, rather than the underlying territory. Remember that you’re relying on a model (which is, by nature, limited) of reality, not reality itself.1