As the famous quote implies, if you don't think that quantum mechanics is weird or counter-intuitive, you haven't understood it. Also I managed to go through physics master's and post graduate studies without seeing anything so weird in quantum mechanics - I didn't think that in the probabilities, uncertainties and such there would be anything weird. That is right, there isn't.
But nowadays I do think that quantum mechanics is counter-intuitive. The issue in my mind is the non-commutativity of the observables, which is different than in the ordinary probability theory, where observables correspond to random variables. Note that probability theory is a mathematical formulation of human thinking and in that sense it is the natural way to think. But quantum mechanics does not work according to it. The uncertainty relation also arises from here and the ERP paradox and Bell's inequalities (which are very weird!): either there is no world when we don't look at it or the world is not local.
Still I do not understand quantum mechanics. I do have enough maths training to understand all the background operator and quantum probability theory and such, but the more I study QM, the weirder it seems.