I recommend you a book on probability: http://www.dartmouth.edu/~chance/teaching_aids/books_articles/probability_book/book.html
It has a nice practical approach.
"Believe nothing, no matter where you read it, or who said it, no matter if I have said it, unless it agrees with your own reason and your own common sense" - Buddha?
"Data! Data! Data!" he cried impatiently. "I can't make bricks without clay."
That is a good book.
In mathematics, you don't understand things. You just get used to them.
I have the result, but I do not yet know how to get it.
All physicists, and a good many quite respectable mathematicians are contemptuous about proof.