You wouldn't have too big a problem believing that the past can affect the future, or that the present affects the future. We see it everyday. But if I told you that the future could affect the past, you'd probably be a bit skeptical.
Quantum physics is full of these weird thought experiments that are absolutely wild and mind-bending, and one of them is known as Wheeler's delayed choice experiment (prominent in the late '70s and early '80s). John Wheeler attempted to answer a very strange question in the following way. It uses Young's double slit experiment wherein light can either demonstrate wave-like or particle-like properties.
But light does not demonstrate these properties both at once, and Wheeler states that the light when passing through these slits "senses" the detection mechanism for either particles or waves, and adjusts accordingly. But by the time the detection mechanism is used/altered, the photons have already entered through the slit. So, is it possible that changing the detection mechanism after the light has already entered the slits affects how the light entered the slit in the first place?
This causality doesn't make much immediate sense, but then again, neither does a lot of stuff in quantum physics, and that's what makes it so enthralling, even though experiments such as this one have their detractors.
I myself am greatly struggling with understanding this, so if you're as confused as I am and care enough to do so, look into it! It's really cool stuff.