1. The Holographic Principle. The universe looks three dimensional but fundamentally it is different. 3-D space is a projection from some 2-D circuit board. If I believe that, then I have no problem hearing about (a) hidden variables or (b) spooky action at a distance.
2. Dark Matter. The universe is 98% unaccounted for. Could it be that space is not a vacuum? Perhaps we are like fish in water, moving through it but taking it for granted. How can "something" have travelled through "nothing" (a vacuum) anyway? Maybe there's an aether after all.
3. The Planck Length. Space is not an infinitely smooth line but instead there is a fundamental bit size. We thought atoms were it, that's how they got their name ("atom" means uncuttable). Later we found inside them protons and neutrons, and within those, quarks. Someone therefore might imagine that we could go on subdividing forever. But the Planck Length is a hard stop: 0.000000000000000000000000000000016 of a millimeter.
If we are immersed in invisible water, then it's unsurprising that there are "waves." And yet if there is a fundamental smallest size, like the grains of photographic film, then it's not all that weird to say that you can think of matter as particles. Perhaps that's all that a "particle" is, a piece of the water.