One of the basic facts of science and mathematical education is that you have to deal with Alternative Conceptions in your students.
Basically humans are very good at finding patterns in the world, but we're very reluctant to give up on discovered patterns, even with plenty of evidence that they don't work. We also have a weird tendency to only seek evidence that confirms our theory, and discount or dismiss evidence that rules our theory out.
The following link lists a series of common Alternative Conceptions.