Probability

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I'm playing Pokemon, where I have a 1/4000 chance that the Pokemon I encounter is a shiny (rare) one. If it's not a shiny one, you can reset your console and try again. Each time the probability is the same: 1/4000.

I've reset the console hundreds of times already. No shiny. I'm just an unemployed, uneducated 30yo incel playing Pokemon, but this made me want to understand probability math. If I'm not mistaken, my chances of encountering the shiny get better all the time. A streak of a million non-shinies would be very improbable, even though it's possible that I will never, ever encounter the shiny in my life.
Why is it that there's a certain amount of tries where it's the most probable to encounter the shiny, even though the probability itself is fixed? Sometimes I stop playing for a week until I try again. I don't start from scratch though, my probability to win is now higher than a week ago. It's like the universe itself has a record of how many times I've tried it so far. This feels counter-intuitive. If I try it today and don't get the shiny, give up for 50 years, and try again when I'm an old man, I will have a better chance than when I was young. Just because it technically counts as my second try. And realistically speaking I'm the only person who has any idea that it's my second try. My mind says the 50 years of not trying should reset the situation. The fact that I consciously observe it being my second try shouldn't affect the probability.

Another thing, you never see a cold object transfer heat to a hotter object, because it's less likely, yet theoretically possible. This means the most probable outcome is the only outcome we will ever observe. What if we waited for an infinite amount of time to see thermodynamics work the other way around? It would still never happen, even though it's possible. This messes with my head. Does this mean that life emerging from nothingness was really the most probable thing to happen?