Regression is hard, so get ready

One way to prepare yourself is by understanding correlation. An super-interesting blog discussion is taking place now in the field of "social neuroscience"...

"Voodoo Correlations" in fMRI - Whose voodoo?
It's the paper that needs little introduction - Ed Vul et. al.'s "Voodoo Correlations in Social Neuroscience". If you haven't already heard about it, read the Neurocritic's summary here or the summary at BPS research digest here. Ed Vul's personal page has some interesting further information here. (Probably the most extensive discussion so far, with a very comprehensive collection of links, is here.)
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The essence of the main argument is quite simple: if you take a set of numbers, then pick out some of the highest ones, and then take the average of the numbers you picked, the average will tend to be high. This should be no surprise, because you specifically picked out the high numbers. However, if for some reason you forgot or overlooked the fact that you had picked out the high numbers, you might think that your high average was an interesting discovery. This would be an error. We can call it the "non-independence error", as Vul et al. do.

Read more a the link above