Extrapolating non-linear behavior outside of our range of experience.
Rejecting a lie that we really want to be true.
Some other comments are saying things like retaining and recalling a large amount of data over long periods of time is something the mind is not good at. Yet we have edge cases like the people who compete in memory competition or savants like Rain Man. Even within the 'normal' realm, there can be a lot of variability.
I'd say that if there are several pieces of evidence in favor of some theory and several against, it is hard for people to weigh the entirety of the evidence. Instead they will often pick one salient fact and ignore the rest.
Sometimes it loves patterns. Our entertainment is often action and consequence. Stories are often a bunch of coincidences that string into a narrative. One classic example is a hero murders a person, gets away with the crime, and in a freak accident the statue of the murdered person falls on him - exposing him as the murderer and providing some justice and catharsis.
We also love the opposite - man works hard in New Technology, and there's a sudden influx of wealth in New Technology and he becomes rich and his rival becomes poor. It may have little to do with the hard work, but humans will look for action and consequence.
Or a modern form - powerful man commits unethical but legal action. Everyone hates them on social media, suddenly man loses election or goes to jail. Trolls associate man's fall to their collective social media prowess.
- exponential growth, which is non intuitive when you are used to thinking in a linear fashion
- long-term effects, due to our propensity to focus on the near term
- grasping points of view we are strongly opposed to. This can be overcome with practice though
The human mind is good at linear estimation, but sucks at other stuff like exponential estimation. (https://youtu.be/UUE34Mbqx2k)
But the mind does really well about fooling ourselves.