I love this example of the importance of selection effects:
During WWII, statistician Abraham Wald was asked to help the British decide where to add armor to their bombers. After analyzing the records, he recommended adding more armor to the places where there was no damage!
The RAF was initially confused. Can you explain?
You can find the answer in the extension or at the link.
Wald had data only on the planes that returned to Britain so the bullet holes that Wald saw were all in places where a plane could be hit and still survive. The planes that were shot down were probably hit in different places than those that returned so Wald recommended adding armor to the places where the surviving planes were lucky enough not to have been hit.