Well for one, they can be really interesting. Looking at the world as a large puzzle and trying to find where the pieces fit together is a fun way to pass the time. Not every connection is part of a larger scheme, and sometimes it's just a neat thing to talk about. But this perspective is also vital to making sure we do things the right way when the stakes are higher than a fun story to tell at a bar. 

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If you treat all your actions as solitary and separated from repercussion beyond what is clearly visible, you are not only going to cause problems for yourself but also for others. We must look for these connections and analyze them  in our own lives, as well as the world as a whole. If you miss out on seeing them, you aren't getting the full picture of what is going on around you, but if you just accept the ones that are presented as fact, you could have the wool pulled over your eyes. We must find these connections, and we must analyze them. Only then do we see how much our world is intertwined with itself.