With waves it is easy to understand, but what is "waving"? We're stuck with particles because that is what we detect, but what are they? The QM description works, but we really don't know what's going on.
So when unobserved, particles are waves of potential, but when observed they become particles. Superposition makes sense in the fact that it would be a single wave of possible potentials to exist and come to a definte existence when observed. And the many-worlds interpretation would just take superposition and seperate the superpositioned states into different dimensions...I don't know which one sounds crazier.