Read Edwin Jaynes.

The problem with most Probability and Statistics courses is the axiomatic approach. Purely formalism. Here are the rules - you can play by them if you want to.

Jaynes was such a revelation for me, because he starts with something you want, not arbitrary rules and conventions. He builds probability theory on basic desiredata of reason that you that make sense. He had reasons for my "whys?".

Also, standard statistics classes always seemed a bit perverse to me - logically backward. They always just felt wrong. Jaynes approach replaced that tortured backward thinking with clear, straight lines going forward. You're always asking the same basic question "What is the probability of A given that I know B?"

And he also had the best notation. Even if I'm not going to do any math, I'll often formulate a problem using his notation to clarify my thinking.