Taleb also mentions that his knowledge of risk and probability wasn’t derived from reading books, but from actually taking risk in the markets.

Painful experiences are good teachers. But we cannot wait for adversity to strike every time we want to learn something new, especially when there is a lot of downside involved. Therefore, a better way to learn is through thrills and pleasure.

Feynman was of the opinion that one should not do experiments to follow a process, but to understand the process; not to confirm the result, but to rediscover it, question it, and if possible, falsify it. Most importantly, one should do experiments to play with the subject, for their own entertainment.