In a series of Platonic dialogues, a fictional Socrates shows how to profoundly understand statistics in ways courses do not: by understanding the meaning of terms and the relationship among different concepts and analyses. Each dialogue addresses a statistical myth, defined as a universal statement that, in fact, is either completely false or false under circumstances. Unfortunately, these statements often occur in Six Sigma training materials. By understanding when/why the statements are false, readers develop a deeper understanding of statistics.