Correlation isn't causation
When it's hot, people eat more ice cream. And more people get sunburnt. So does ice cream give you sunburn? Of course not.
Showing up together
Correlation means two things rise and fall together. In the ice cream and sunburn example, there's a third factor behind it: the sunny weather.
Cause and effect
Causation means one thing really causes the other. To show that, you usually need a controlled experiment, with a placebo group and random allocation.
Why it matters
Many news headlines are based on observations, not experiments. 'People who do X are healthier' doesn't mean X makes you healthier.