When a kid of about four I found a pair of WWII headphones and took them to my father who pulled out the iron diaphragm and showed me magnetism at work—somehow some magical force was pulling the diaphragm back into the headphone with seemingly nothing in between. Absolutely fascinated, I wanted to know what this invisible 'magic' was. Many decades later every time I look at my fridge magnets I still ask the same question and I don't believe I'm much closer to the truth!
Sure, there are the simple answers everyone's taught, then there's QFT but even that doesn't tell me exactly what's going on. And why does alpha have the value it does, and why exactly does c = 1/(μ0ε0)^1/2? Not knowing and not being able to figure these questions out is, at times, infuriating.
For me, solace of sorts can be found in engineering—I can build an electronic circuit and end up with a tangible working device. On the way I'll curse my electrons for making so much noise that they sound like ball bearings rattling around in an empty oil drum but I'll eventually calm down and apply Johnson–Nyquist to shut them up (well, a little bit anyway).