Classical conditioning happens so often, that usually we don't even understand why we react a certain way to the things we react to. Classical conditioning is when someone or something (like an animal) reacts to a normal stimulus that was paired with another stimulus, sometimes an odd one, until we always get the same response for the previously normal stimulus, even without the odd stimulus. Have you ever reacted to something, thinking "Oh, that happens all the time"? Now think, have you ever thought about if you react to that stimulus the same way every time? For example, if we hear a bell behind us and we assume it's a bicycle, wouldn't we try to move out of the way? The original stimulus was a bell, and it was paired with the stimulus of a bike driving past us, and since we always needed to get out of the way, we assume we have to get out of the way for anything that could be a bike. This is an example of classical conditioning.
Watch the following video of classical conditioning on the very funny show the Office.
Although this is a bit farfetched, it's not too far from the truth of how classical conditioning really works. This is such an important concept in Psychology because we can be classically conditioned to do something, with no awareness it's even happening. This makes this a source of power in many circumstances, because in the right situation we can make someone react to a stimulus in the way we program them to (a very scary thought). Classical conditioning, although not generally a part of everyday thoughts, is a very powerful force in everyday life.