In our world we know that objects, particularly small round hard objects like billiard balls, either exist or don't exist.
If they exist, we know that they exist in a particular location and that they have the property of either moving or being still such that both their velocity and their position could be measured exactly, provided we had the right tools to do the measuring.
In the world of the electron we find that particles, like electrons, do not actually exist in the same way that we think of a billiard ball existing.
What does exist is a wave function which describes the probability of our finding the particle in any given location.
In our world probability distributions usually reflect our own lack of knowledge. We may not know the probability of the coin under the palm of our hand being heads or tails, but we are usually sure that the coin itself would know in which state it landed, provided of course that coins could know things.
On the other hand, the electron itself does not seem to know where it is located until we go through the process of actually measuring its location. At the moment of measurement the electron's probability wave collapses into a discrete location so that we can know exactly where the electron was, only AFTER it was interfered through the process of measuring its location.
Now we know how the electrons and light behave. But what can I call it? If I say they behave like particles I give the wrong impression; also if I say they behave like waves. They behave in their own inimitable way, which technically could be called quantum-mechanical way. They behave in a way that is like nothing that you have ever seen before. Your experience with things that you have seen before is incomplete.