It is annoying that in order to grasp some theories you practically have to become expert in others. Another interesting point is that the 'wtf' factor increases as one hard-to-grasp theory begets an even more hard-to-grasp theory.
For instance, electromagnetism is probably not amazingly difficult for most people to grasp. You need to accept the usefulness of modelling systems in terms of fields, which is kind of weird when you think about it, but you soon see it works.
But mixing that with Newtonian mechanics gives special relativity... time passing different for different observers, lengths being different, the twins paradox, etc.
Then opening up that to non-inertial frames... curved space... curved time
Then bringing EM back with the addition of one more space dimension wrapped up into a ball in Kaluza-Klein theory.
Then adding a few more to get some particle physics. Then a few more. Then some extra universes...
If you work your way up it's not so frightening, but if you go from 'okay, so an apple fell from a tree because...' to 'everything is strings in some 11-dimensional spacetime' it probably won't make a great deal of sense.
In truth, if it gets to the point where you need 11 dimensions and additional universes, something has probably gone wrong. ;-)