The error of imaginary causes. To begin with dreams: a cause is slipped after the fact under a particular sensation (for example, the sensation following a faroff cannon shot) — often a whole little novel is fabricated in which the dreamer appears as the protagonist who experiences the stimulus. The sensation endures meanwhile as a kind of resonance: it waits, so to speak, until the causal interpretation permits it to step into the foreground — not as a random occurrence but as a “meaningful event.” The cannon shot appears in a causal mode, in an apparent reversal of time. What is really later (the causal interpretation) is experienced first — often with a hundred details that pass like lightning before the shot is heard. What has happened? The representations which were produced in reaction to certain stimulus have been misinterpreted as its causes. In fact, we do the same thing when awake. Most of our general feelings — every kind of inhibition, pressure, tension, and impulsion in the ebb and flow of our physiology, and particularly in the state of the nervous system — excites our causal instinct: we want to have a reason for feeling this way or that — for feeling bad or good. We are never satisfied merely to state the fact that we feel this way or that: we admit this fact only — become conscious of it only — when we have fabricated some kind of explanation for it. Memory, which swings into action in such cases without our awareness, brings up earlier states of the same kind, together with the causal interpretations associated with them — not their actual causes. Of course, the faith that such representations or accompanying conscious processes are the causes is also brought forth by memory. Thus originates a habitual acceptance of a particular causal interpretation, which, as a matter of fact, inhibits any investigation into the real cause — it even excludes it.
Twilight of the Idols, The Four Great Errors, paragraph 4