|Skeptic Michael Shermer (Photo credit: Wikipedia)|
Magic acts and illusions are basically scams done for entertainment. They rely on misdirection and distraction, to mislead you into thinking something had happened when it didn't, or vice versa: something did not happen when it did.
When your mind sees something, you are constrained by your prior thinking into "predicting" a pattern that will occur, so when you see a sign that seem to confirm your pattern, you believe that "pattern" had indeed occurred.
This is known as self-deception.