Ahhh the ol' Correlation =/= causation.
This phenomenon is where most religious and superstitious beliefs come from in my opinion. Remember, once upon a time people didn't know where the sun went at night, so imagine some of the things they must have figured must be connected causally
Yup and this: "I prayed and then my headache went away"... completely ignoring the fact that all headaches go away, with or without prayer.