One of the fascinating things about quantum mechanics is how accurate it is, but no one really knows why. "Shut up and calculate" is the general advice given to physicists who ask what is exactly happening in the world of the very small. Several prominent figures, such as Niels Bohr and Werner Heisenberg were largely responsible for what is known as the Copenhagen interpretation of quantum mechanics. This is what was taught when I was an undergraduate and what is still taught to students today.
While Bohr and Heisenberg's contributions to our understanding of nature cannot be understated (like the model of the hydrogen atom and uncertainty principle), we are left woefully ignorant to what the hell is actually happening when measurements are taken.
What is a measurement?
Perhaps one of the most perplexing experiments in science is called the double-slit experiment. This experiment shoots photons at a barrier that has two small, closely spaced together cuts which allows the light to pass through. Behind this barrier is a wall where an interference pattern is observed. The interference pattern is a telltale sign that we have waves causing interference. When wave crests line up, a bright band is observed, and when a wave meets a trough, a dark band is observed due to them cancelling each other out.
The issue arises when a detector is placed at the two slots and the pattern changes to as if the light is no longer behaving as a wave but now like individual particles. Experiments have been carried out with not just a steady stream of photons, but with electrons, and other particles which make up the world around us.
The Copenhagen interpretation is the commonly taught idea that the wavefunction immediately collapses when it is observed. The act of looking at, or measuring this phenomena somehow causes a spread out wave to become a spiked point. No reason as to how this happens is given to the undergraduate student.
Shut up and calculate this particle in a box! (Or some other arbitrary problem college students labor over). Some have attempted to attack this issue with different theories that haven't gained all that much traction, like the pilot wave theory or a hidden variable theory, but none hold a candle to Hugh Everett's "Many Worlds" interpretation of quantum mechanics. According to Everett, the Schrodinger equation is reality and everytime a measurement happens, everything gets split in two. There could be either an infinite or very large number of other world's detached from our own where some other slightly different result happened. Believers in this theory (Sean Carrol for example) advocate for its simplicity in not needing any other complicated hidden variables or other Band-Aids, but the price is that there are at least a Googol other worlds.
If anything, I think I agree that asking questions as to what is really happening in our world, which includes quantum mechanics and relativity is extremely important. Maybe we'll never know who is behind the curtain, but we should die trying to find out.
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