It may be appropriate to quote a statement of Poincare, who said (partly in jest no doubt) that there must be something mysterious about the normal law since mathematicians think it is a law of nature whereas physicists are convinced that it is a mathematical theorem.
There was a seminar for advanced students in Zürich that I was teaching and von Neumann was in the class. I came to a certain theorem, and I said it is not proved and it may be difficult. Von Neumann didn’t say anything but after five minutes he raised his hand. When I called on him he went to the blackboard and proceeded to write down the proof. After that I was afraid of von Neumann.
I carried this problem around in my head basically the whole time. I would wake up with it first thing in the morning, I would be thinking about it all day, and I would be thinking about it when I went to sleep. Without distraction I would have the same thing going round and round in my mind.(Recalling the degree of focus and determination that eventually yielded the proof of Fermat's Last Theorem.)