This short chapter aims at motivating the interest for statistical mechanics. It starts by a brief description of the historical context within which the theory has developed, and ponders its status, or lack thereof, in the public eye. A first original parallel of the use of statistics with mechanics is drawn in the context of error propagation analysis, which can also be treated within statistical mechanics. With regard to situations, statistical mechanics can be applied for, two categories are distinguished: experimental/protocol error or observational state underdetermining the mechanical state of the system. The rest of the chapter puts the emphasis on this latter category, and explains how statistical mechanics plays the role of ‘Rosetta Stone’ translating between different modes of description of the same system, thereby giving tools to infer relations between observational variables, for which we usually do not have any fundamental theory, from the physics of the underlying constituents, which is presumed to be that of Hamiltonian classical or quantum mechanics.