Einstein has a pile of gunpowder that may combust. He’s protesting to Schrödinger, whose math says that it must be in two states at once. The half-exploded gunpowder is Einstein’s version of the famous half-dead cat. Superposition is, he says, just superstition.
Feynman says that it’s the only mystery. It’s what happens when one particle goes through two side-by-side slits in a screen and gets itself together wave-like on the other side. Like that cat, the particle’s a mixture of went-through-the-left-slit and went-through-the-right-slit. That’s not it exactly. It gets worse: A physicist picks on a something. Thinks of every way that it could get to be. Adds them all together. This is the way it is―it is all ways it can be, all at once.