AFAIK "Eve" is not what we are talking here - that is not as identifying one person who is the ancestor of all living people, but that if we go back to the time of David, then he, and 80% of everyone alive at the time (approx 1 million) MUST be ancestors of everyone alive now. That is some of his DNA and some of everyone elses DNA at the time is in me.
That is pretty weird.
The other thing that gets me is that till agriculture, it seems human population was stable at around 1 million. Then it started to grow to 1 billion by 1800. Freddie Mercury could sing to the whole population of earth in three concerts.