David Hume on Cause and EffectA Treatise on Human Nature (1739), Part 4, Sect. 7.
This deficiency in our ideas is not, indeed, perceived in common life, nor are we sensible, that in the most usual conjunctions of cause and effect we are as ignorant of the ultimate principle, which binds them together, as in the most unusual and extraordinary. But this proceeds merely from an illusion of the imagination; and the question is, how far we ought to yield to these illusions. This question is very difficult, and reduces us to a very dangerous dilemma, whichever way we answer it. For if we assent to every trivial suggestion of the fancy; beside that these suggestions are often contrary to each other; they lead us into such errors, absurdities, and obscurities, that we must at last become asham’d of our credulity. Nothing is more dangerous to reason than the flights of the imagination, and nothing has been the occasion of more mistakes among philosophers. Men of bright fancies may in this respect be compar’d to those angels, whom the scripture represents as covering their eyes with their wings. This has already appear’d in so many instances, that we may spare ourselves the trouble of enlarging upon it any farther.