A short "answer" is that particles act according to the (completely different) rules of the quantum world, rather than the rules we see (and expect to see) every day in the classical world.
So to compare some of the properties: (Q for quantum world with elementary particle, say an electron, C for classical world, using a soccer ball).
In C we expect a soccer ball to follow a definite path when kicked, in Q we have no definite trajectories, we only have a probability that a particle will appear at a certain place.
In C we have definite velocities, in Q the idea of velocity does not apply, as the particle is not following a definite track in the first place.
In C a football can stay at rest, and if it is moving we can simultaneously measure it's momentum and position, in Q we are limited by the Uncertainty Principle , so we can't measure both properties at the same time, and the particle can never be completely at rest.
In C, how we measure the properties of a soccer ball in Paris, has no effect on the properties of an identical soccer ball in New York. In Q, if we do the experiment the right way, how we measure the properties of a particle in Paris, can and does have an effect on the properties of an identical particle in New York.