Here is an fine video by Hans Rosling that looks at how statistics can help us understand the world. More strictly, it is about how data visualization techniques can help us understand the world:
I love the bit where he states that "almost every Swede has more legs than the average Swede". That's his way of introducing you into more sophisticated statistics than simple averages that try to summarize phenomena in a single number.
You can think of the above as an hour long infomercial for Rosling's wonderful site that lets you explore data: Gapminder.org.
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