Explain SMBC — the wiki for Saturday Morning Breakfast Cereal

This comic is titled "How to Make a Scientist's Head Explode." A scientist states that "Anecdotal evidence isn't valid," and a woman responds, "Yes it is! I once used an anecdote as evidence, and later it turned out I was right!"

The humor lies in the perfectly circular, self-defeating nature of the woman's argument. She attempts to defend anecdotal evidence by offering an anecdote as her proof -- committing the exact logical error the scientist just warned against. It is a textbook example of begging the question, where the argument assumes the very thing it is trying to prove. The title promises the scientist's head will explode, and indeed this kind of unselfconscious logical fallacy is precisely the sort of thing that would drive a scientifically minded person to despair.