Probability is confusing. It didn’t really make much sense to me (why are random variables neither random nor variables?) until I took my first course in measure theory, which really helped to put things into perspective.
Statistics is even more confusing, adding real-world aspects onto the back of theoretical probability. I hoped that there would be some sort of deeper picture here that would straighten things out for me, in much the same way that measure theory did for probability.
It turns out that there are two. And they don’t like each other very much.