Finding the structure often easy: humans pretty good at this. Getting the right probabilities is harder, especially when some variables are not completely observable.
Hypothesizing hidden structure can often make things easier.
Example: Trying to predict whether I wear a tie on a given day based on observable variables is quite hard. However, if you try to predict whether all my shirts are in the laundry (not observable, but predictable), the task is a good bit easier.
