I often say to people that the most important thing physics gave me was being comfortable not knowing something. My math and physics education have 100% changed the way I think and address problems in life, despite not going into a physics career.

Since it is a book thread:

The Information: James Gleick - really made me take a step back to think about what information is and how we talk about it

Reinventing Discovery: Michael Nielsen - It was some years back now but I had trouble reading it because I kept having to write things down or read about a new idea the book just put into my head. It really was thought provoking at the time.