In practice, quantum mechanics merely gives predictions with probabilities attached. This should be considered as a normal and quite acceptable feature of predictions made by science: different possible outcomes with different probabilities. In the world that is familiar to us, we always have such a situation when we make predictions. Thus the question remains: What is the reality described by quantum theories? I claim that we can attribute the fact that our predictions come with probability distributions to the fact that not all relevant data for the predictions are known to us, in particular important features of the initial state.