Ever wondered what Bayesian thinking is? And how it relates to Bayesian statistical modelling? Or Bayesian networks? Or Empirical Bayes estimates? Bayes theorem lies at the heart of all of these methodologies, in different ways. This talk explains the core ideas of Bayes' theorem, simply. The approach is based on the cookie analogy used by a quantum physicist to explain (and illustrate) Bayesian ideas to toddlers (and their parents).