We live in a world of uncertainty. We measure phenomena and quantities, and the outcomes are uncertain. Our predictions, be they about future climate or stock trend, are based on uncertain data. We continuously take decisions in conditions of incomplete knowledge. The purpose of this paper is to make the reader aware of the uncertainty that surrounds our lives, and to give him some tools, both conceptual and technical, to cope with uncertainty, specifically in the domain of measurement. It is shown that probability theory is the appropriate framework in which uncertainty can be treated in a convenient and rigorous way. The author is convener of the Joint Committee for Guides in Metrology (JCGM) Working Group 1 (GUM). The opinion expressed in this paper does not necessarily represent the view of this Working Group.