Data is the oil of artificial intelligence, and the unquestioned belief that data perfectly reflects reality is the basis of the indiscriminate adoption of AI. This chapter invites the reader to discover when in history numbers came to mean “truth” and how data, facts, and reality have been brought together under the roof of natural laws, with the simple assertion “this is how nature works.” Up to now, the history and the core of this belief have rarely been questioned, despite numerous calls to both address bias in algorithm design, and for a more ethical use of AI.