This is one of the central tenants of any Statistics course: just because to things appear to be related does not mean that one causes the other.  This CNN news piece linking a variety of food consumption to depression falls into this trap.  This is perhaps one of the most common mistakes in the popular understanding of statistics, with quite a few dire consequences.  Part of this problem comes from the fact that you can often find a relationship between obviously unrelated things, just because of how their individual trends just happen to coincidentally line up.

For an awesome example of this, check out Spurious Correlations, a website that takes real data and finds ridiculous correlations between them.  For example, did you know that the marriage rate in Kentucky can be a very strong predictor of the number of people who drown after falling out of a fishing boat?  Or that the United States decrease in oil imports from Norway seems to cause fewer drivers to die in a collision with a railway train?  Or that there’s a clear link to the precipitation rate in Tompkins County and the number of trip/slip related deaths in male Texans?

You can try and find your own correlations as well.  If you find something good, post it here!