Our brains don't have enough capacity to pay attention to and make sense of all the stimuli we come across. In fact, our brains can only cope with a tiny fraction of what our senses perceive. This is why our brains quickly scan the world around us, looking for anything that might be genuinely important to us (e.g. a threat or a reward). Only 'important' inputs are brought to our conscious attention and given further thought.
Check out this short video clip to learn more about the concept and how the best advertising uses creativity to draw and hold people's attention, often resulting in impressive returns on media investment.