The thing that made it click for me is to realise that particles and waves don't really exist — they're just terms we use to try to understand the world. When we see weird quantum shit happening, it's not actually weird in and of itself, we're just finding that our reductionist (but often useful) models are breaking down and we can't straightforwardly say "that's a particle" or "that's a wave".

I think of it as analogous to statistical averages. If I have a group of 100 people for whom I know the average height (and other summary statistics). Thinking of them in terms of the group is like treating them as a wave. They don't have a precisely defined position (because they're a diffuse blob of people), and although I know their average height, it's clouded by uncertainty. When we do statistics on a group of people, it's almost as if the individuals cease to exist. If all you have are the summary statistics from the group, you can't know the heights of any individuals within the crowd.

I can "zoom in" and pluck a person from the crowd and measure their height, then that's sort of like wave function collapse. Now I can precisely define the position of this person, because they're just one person — if someone says "which person are you talking about?", I can point to them and say "this one here". However, I don't know anything about their surrounding context — whether they're taller or shorter than average. They're basically a particle.

The key to this is how "zooming in" on an individual person gives us a fundamentally different perspective to the zoomed out view of the crowd.