Quantum leaps without legs

When trying to make sense of quantum lingo, one thing is really bugging me. On the one hand, everyone agrees that quantum states are discrete and seems to flip from this to that without any continuous, seamless "going there". On the other hand, all I read about is how particles/waves are sent in directions, reflectors, detectors and whatnot. 

I do not geddit!

It's like we treat these quantum states as if they were tiny dwarfes walking the room. As if it had legs or a little propeller attached to it. 

All I can see is billions of quantum states, transfering in-formation of quanta and qualia, asking and telling "what and how much"? Knowing that, they interact and pass it on. I can't see them carry the info from here to there. Never the less, that's how most books/articles have it. 

No wonder things like entanglement and inference stays mysteries.