Quantum physics is full of weird things. So much so that many of the esteemed scientist studying it can't even explain (or accept) all of it. For an average layperson it can be even more confusing.
The core concept of the quantum theory is the wave function. Even some quantum physicists deny it's existence in real world and think of it only as a purely mathematical concept. As Richard Feynman's quote says:
If you think you understand quantum mechanics, you don't understand quantum mechanics.
So nobody really understands it. The problem is there still need ro be ways to discuss and communicate about it. Some explanations are needed. There have been many attempts from Schrödinger's cat to Wigner's friend to explain these phenomenons in more understandable forms. But the all fall short when trying to use macroscopic objects in place of quantum particles / wave functions as there is always something left unexplained.
My favourite analogy for quantum entanglement is a pair of socks: both socks in a pair can be weared in either foot, but as soon as you wear the first sock in your eight foot the other one immediately becomes a left sock. And that would be true even of the other sock would be lightyears away from you.