The butterfly effect refers to chaos theory where all events are interconnected no matter how small, so a butterfly flapping its wings in Tokyo could cause a tornado in the mid-west USA. The lady bug is pure myth about one landing on you bringing good luck, no idea what specific culture/myth that’s based on though.
Fun fact, that actually doesn’t happen as often as people think. Most observations of it are in a lab setting which can be stressful for the insects, leading to a bit of abnormal behavior. It does happen in nature, just not nearly as often.
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