Sample Variance
Where does the mysterious $(n-1)$ factor come from when computing the unbiased sample variance?
We have $n$ $X_i$ random variables that are identically distributed and independent from one another, with common mean $\mathbb{E}[X_i] = \mu_X$.
Let's say we constructed some estimator of the variance of these random variables:
$$\tilde{S}_X = \frac{1}{n} \sum_{i}^n (X_i-\bar{X}_n)^2$$
where
$$\bar{X_n} = \frac{1}{n} \sum_{i}^n X_i$$
is an estimator of the expectation.
To evaluate the expected value of this estimator, first consider a term that will be useful to evaluate in advance:
$$\begin{aligned}&\mathbb{E}\left[\frac{1}{n}\left(\sum_{i}^n X_i\right)\left(\sum_{i}^n X_i\right)\right]\\&=\frac{1}{n}\mathbb{E}\left[\sum_{i}^n X_i^2 + \sum_{i}^n\sum_{j\ne i}^n X_i X_j\right]\\&=\frac{1}{n}\mathbb{E}\left[\sum_{i}^n X_i^2\right] + \frac{1}{n} \mathbb{E}\left[\sum_{i}^n\sum_{j\ne i}^n X_i X_j\right]\\&=\frac{1}{n}\mathbb{E}\left[\sum_{i}^n X_i^2\right] + \frac{1}{n} \mathbb{E}\left[\sum_{i}^n X_i \sum_{j\ne i}^n X_j\right]\end{aligned}$$
Here all we did was separated out the cross-terms and then used linearity of expectations ($\mathbb{E}[aX+bY]=a\mathbb{E}[X]+b\mathbb{E}[Y]$)
Next, remembering that if $i\ne j$, then variables are all independent, so e.g. $\mathbb{E}[X_1 X_2]= \mathbb{E}[X_1]\mathbb{E}[X_2]$, but generally $\mathbb{E}[X_1^2] \ne (\mathbb{E}[X_1])^2$ since obviously $X_1$ is not independent from itself, and let's denote the common 2nd moment of the random variables as $\mu_{XX} = \mathbb{E}(X_{i}^2)$:
$$\begin{aligned}&=\frac{1}{n}\mathbb{E}\left[\sum_{i}^n X_i^2\right] + \frac{1}{n} \mathbb{E}\left[\sum_{i}^n X_i\right]\left[\sum_{j\ne i}^n X_j\right]\\&=\frac{1}{n}\sum_{i}^n \mathbb{E}[X_i^2] + \frac{1}{n} \sum_{i}^n \mathbb{E}[X_i] \sum_{j\ne i}^n \mathbb{E}[X_j]\\&=\frac{1}{n}n \mu_{XX} + \frac{1}{n} n \mu_X (n-1)\mu_X\\&=\mu_{XX} + (n-1)\mu_X^2\\\end{aligned}$$
Now back to the original problem
$$\begin{aligned}\mathbb{E}[\tilde{S}_X] &= \frac{1}{n} \mathbb{E}\left[\sum_{i}^n (X_i-\bar{X}_n)^2\right]\\&=\frac{1}{n}\mathbb{E}\left[\sum_{i}^n X_i^2 \right]-\mathbb{E}\left[\bar{X}_n\sum_{i}^n \frac{X_i}{n}\right]-\mathbb{E}\left[\bar{X}_n\sum_{i}^n \frac{X_i}{n}\right]+\mathbb{E}\left[\bar{X}_n\bar{X}_n\right]\\&=\frac{1}{n}\mathbb{E}\left[\sum_{i}^n X_i^2 \right]-\frac{1}{n}\mathbb{E}\left[\frac{\sum_{i}^n X_i\sum_{i}^n X_i}{n} \right]\\&=\mu_{XX}-\frac{1}{n}\mathbb{E}\left[\frac{\sum_{i}^n X_i\sum_{i}^n X_i}{n} \right]\\\end{aligned}$$
Note $\bar{X}_n$ is the sample mean, itself a random variable. You cannot simply pull it out as $\mathbb{E}\left[\bar{X_n}\right] \ne \bar{X_n}$, unlike the population mean, which is a constant and for which $\mathbb{E}\left[\mu_X\right]=\mu_X$.
Now we can use the expression we evaluated earlier to get
$$\begin{aligned}\mathbb{E}[\tilde{S}_X] &=\mu_{XX}-\frac{1}{n}(\mu_{XX} + (n-1)\mu_X^2)\\&=\frac{1}{n}\left[n\mu_{XX}-(\mu_{XX} + (n-1)\mu_X^2)\right]\\&=\frac{n-1}{n}\left(\mu_{XX}-\mu_X^2\right)\\&=\frac{n-1}{n}\left(\mathbb{E}(X^2)-\left(\mathbb{E}(X)\right)^2\right)\\&=\frac{n-1}{n}\text{var}(X)\end{aligned}$$
We see finally that the estimator $\tilde{S}_X$ is a biased estimator of the population variance, but if we multiplied it by $n/n-1$ we'd get an unbiased estimator:
$$\begin{aligned}\hat{S}_X = \frac{1}{n-1} \sum_{i}^n (X_i-\bar{X}_n)^2\end{aligned}$$
which has the property
$$\mathbb{E}\left[\hat{S}_n\right] = \text{var}(X)$$
as desired.