In this chapter, we begin our dive into the fundamentals of network data. We delve deep into the strange world of networks by considering the friendship paradox, the apparently contradictory finding that most people (nodes) have friends (neighbors) who are more popular than themselves. How can this be? Where are all these friends coming from? We introduce network thinking to resolve this paradox. As we will see, It is due to constraints induced by the network structure: pick a node randomly and you are much more likely to land next to a high-degree node than on a high-degree node because high-degree nodes have many neighbors. This is unexpected, almost profoundly so; a local (node-level) view of a network will not accurately reflect the global network structure. This paradox highlights the care we need to take when thinking about networks and network data mathematically and practically.