If you are running in your sneakers and you become aware of a rhythmic flapping on the top of your right shoe, you naturally assume your right shoelace has come undone. Actually, inspection shows that it’s your left shoelace that has untied itself and is now hitting your right shoe on each step.
By coincidence I just came across this precise specification by Hayek in his book “The Sensory Order”:
The task of the physical sciences is to replace that classification of events which our senses perform but which proves inadequate to describe the regularities in these events, by a classification which will put us in a better position to do so. The task of theoretical psychology is the converse one of explaining why these events, which on the basis of their relations to each other can be arranged in a certain (physical) order, manifest a different order in their effect on our senses.