The concept of being. How my consciousness, what I perceive and the 'place' I'm in even when I'm not using any of my bodies input devices other than my brain (such as dreaming). How that 'being' is connected to my physical body, how I came to consciously control this physical brain and being and not anyone else's, and how all those other beings are still functioning and coordinating presumably in the same way as my own. It can really keep me up at night thinking.
Also odds. Life is like a constant battle of odds, yet it was conceived in the way it was with some of the largest odds possible. Who you are was dictated by a chance so great it's almost incomprehensible, and on the back of my previous statement, would you still be the same person had those odds not worked? Your parents had to be alive, be together at that time, their parents had to be alive when they were born all the way back through your lineage. That sperm had to get to the egg, that egg had to be the fertilised one. On top of that, what then were your chances that that family was one living in a first world country with all the potential you have at your disposal? To be born avoiding all kinds of birth defects, diseases, disabilities. Life is what you make of it, sure, but look what life has made for you. People say 'oh well it just happened that way, there's no point dwelling on it'. But they probably wouldn't say the same if they won the lottery, yet your odds of winning the lottery are but a minute fraction of the odds for you being here today. Odds are a funny thing.