Last month, a 20-year-long study published in Health Psychology found that when people think they're less active than similar-aged peers—even if they're equally or more active—they're more likely to die earlier. This is just the latest in a long line of research that's been mystifying psychologists as much as physicians for decades: How people feel about their health changes it.

Our perceptions about our health can, in fact, have immediate effects. Naval cadets told that they're unlikely to experience seasickness are less likely to feel it than cadets told they probably will. Other research suggests that just thinking you slept well the night before—even if you didn't—improves both alertness and cognitive performance.