I think many theories start off at "spooky action at a distance." Imagine what Newton thought about how gravity works - two massive objects affecting each other for no apparent reason: spooky action over a distance.
The difference with the Newtonian case is that the effects, although without a visible linkage, were directly related to masses and distance. There was no concept of, say, the lighting of a particular candle in Africa also lighting the one on your desk while the thousands of candles in-between remain unaffected.