@grimalkina I was really interested to hear the story of your first grad stats class in this first episode. Hearing you talk about having to ask about all the Greek symbols (due to the less conventional path you took to get there), put me in mind of two things:
1. Once in grad school I sat through a whole lecture on nonlinear dynamics I really wasn't following. At the end someone asked a question on some specific point, and this lead to another few and then a deluge. It became clear that no one had followed the lecture, and the professor actually started over in the next class. So you were braver than a room full of physics grad students (including me).
2. I was recently helping a colleague who was taking a course in quantum computing. He is a couple years out of CS undergrad, and he said that his university was not very math and science focused, so his math training was not that rigorous. One result of this was that he was not familiar with the Greek alphabet (names or symbols), and this was a constant source of confusion for a while; it's hard to keep the symbols straight when they're unfamiliar. Before this experience I had never thought about what an unnecessary stumbling block this can be, and how radically different that is for students from different backgrounds.