Overestimating one's influence over uncontrollable events. Correlation between action and outcome means causation, obviously.
Drives gambling addiction, creates false sense of agency, and leads to magical thinking in decision-making.
This illusion is stronger when people are personally involved in the random process, like pressing a button vs. watching someone else press it.
"Fun fact: You just fell for a bias discovered by psychologists who were probably biased themselves."