The duality you are referring to is our business. The particle has nothing to do with that: it is our perception we want to lean towards something from everyday experience. Little hard spheres or soft water waves to name two extremes. The 'thingy' (electron, photon, baseball, Jupiter) does not act. It is our metaphor for describing its behaviour that is deficient and lures us towards imagining behaviour that is characteristic for phenomena we know from daily life.
And don't worry -- everyone entering this strange world of quantum mechanics is looking for this kind of mental support. After a while you learn to enjoy the astounding power and success of this theory without worrying too much about the 'why' and 'how'.