When you hear hoofbeats, think horses, not zebras, and don’t get baited into arguments by people who are outraged by your refusal to entertain the possibility that zebras might exist

*That horse/zebra rule is, of course, location dependent. If you happen to be in a zebra habitat, you can reverse it. This is called adjusting your Bayesian priors (likelihoods you assign to different possibilities) and is a good thing to be able to do when circumstances change.

Another important caveat: that first “think” is not the final step. It’s also necessary to look out the window and check, if you can, and make use of whatever other data you can gather. Bayesian priors aren’t everything. They are, however, often a good start.