When the amoeba Dictyostelium searches the surface of a Petri dish for food, it makes frequent turns. But it does not do so entirely randomly.
If it has just turned right, it is twice as likely to turn left as right on its next turn, and vice versa. In some way, it "remembers" which direction it last turned. Human sperm have the same ability.
Remarkable though these behaviours are, we have probably only scratched the surface of what single-celled organisms can do. With so many still entirely unknown to science, there must be plenty more surprises in store.