If you are...
...an aspiring mathematical physicist looking for a source of inspiration, I suggest the following short articles written by Nobel laureate physicists:
Philip Anderson, More Is Different: Broken symmetry and the nature of the hierarchical structure of science (1972) [journal]
"The ability to reduce everything to simple fundamental laws does not imply the ability to start from those laws and reconstruct the universe."
Steven Weinberg, Four golden lessons: Advice to students at the start of their scientific careers (2003) [journal]
"But I did learn one big thing: that no one knows everything, and you don't have to."
"My advice is to go for the messes — that's where the action is."
...wondering what statistical mechanics (more broadly, complexity science) is all about, you should play around with these interactive demos.
...looking for a beginner-friendly introduction to mathematical statistical mechanics, I recommend learning from the freely available textbook by Friedli and Velenik.