Quoting Felix Klein and Efraim Fischbein we underline the difficulties of introducing the teaching of probability at any level. We then compare two alternatives: we can either study first descriptive statistics, so the first steps in probability can be motivated by suggestive examples (as proposed by Carla Rossi) or we can begin with simple problems from classical probability approach (as proposed by Giovanni Prodi). Following this second suggestion, the basic concepts of probability are introduced through the correspondence between Fermat and Pascal. We also discuss d’Alembert’s mistake, introduce the notions of conditional probability and independence, analyse Weaver’s three-cards-game and an experiment by Ruma Falk. Finally we discuss some delicate aspects of independence.