This quick QI clip has Phil Jupitus trying to absorb the knowledge that the sun, on the horizon, isn't really there. As the sun approaches the horizon the light from it is bent by the different density layers in the atmosphere. The layers curve the light upwards, so the bright glowing orb that you see isn't where you see it. It's below the horizon where you can't see it.
Often, science is a good thing. Certainly, it should be used when anything serious is at stake. Sometimes, science is an inspirational thing - a way to see the universe in a different light. But I can't help but share Jupitus's anger at this. There's just something about being told that an event you've seen nearly every day of your life never happened in the first place. It's like the universe is being pedantic. Does any weird science fact annoy you?