Uncertainties in natural systems are pervasive, varied, and unavoidable due to inherent open system complexity and limited knowledge. Therefore, the evolution of a natural system cannot be predicted deterministically and probabilistic forecasts are commonly used to account for these uncertainties. As the Voltaire-inspired title suggests, representing and quantifying all uncertainties in hazard and risk forecasting is difficult yet essential for an effective risk-cycle management and for a meaningful scientific evaluation of forecasting models. Although this paper focuses on hazard forecasting, we argue that the discussion and treatment of uncertainty apply equally to vulnerability and, therefore, to risk assessment. These challenges are reflected in the current absence of a common hierarchy of uncertainties, of a shared quantitative procedure to include all uncertainties in a forecast, and of effective communication and decision-making protocols, across different hazards and risks. Deepening the understanding of these distinct challenges has been the main goal of a dedicated task force of scientists from different disciplines, experts in communication, and decision-makers in the framework of a large Italian project on multirisk under NextGenEU funds &ndash; the RETURN project (<a href="https://www.fondazionereturn.it/en/" target="_blank" rel="noopener">https://www.fondazionereturn.it/en/</a>) &ndash; which includes eighteen Italian universities and research centers, the Italian Civil Protection Department, Italian State Railways, Assicurazioni Generali, other profit entities, and one Italian River Basin Authority. Within this initiative, we examined several examples of natural hazard forecasting and projections, from the perspectives of experts in various fields and/or users of these forecasts. The task force found that different hazards share key features and challenges regarding uncertainty understanding, quantification and communication, which may be embedded in a common framework. Such a framework would include a similar hierarchy of uncertainties that defines a complete hazard forecast, which is essential to properly evaluate forecasting models. This work categorizes the common key scientific and communication challenges, propose potential solutions, and intend to stimulate a deeper reflection on these issues.