Imagine that someone tells you that they saw a really cool humming bird in their backyard yesterday. That is a fairly mundane claim, so you would probably accept it without much evidence. If someone told you however that they saw a bird with a 20 foot wingspan in their backyard yesterday, you would probably want some evidence. You might ask for photos or some other kind of physical evidence. The more extraordinary the claim, the more extraordinary the evidence must be.
This is a great thing to keep in mind when you are trying to see if a story is true or not. The idea that aliens are visiting us from another planet, for instance, is a amazingly extraordinary claim, yet the evidence is all blurry photos, anecdotal reports, and anomalous radar blimps (I might go into more detail in a latter post). Scientists often make extraordinary claims, like being able to turn urine into energy, but they provide the evidence to back up their claims. This is one of the really important differences between science and pseudoscience, and why science is able to deliver the goods.