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explain xkcd: It's 'cause you're dumb.
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Sticks and Stones
Sticks and stones may break my bones, but words can make me think I deserved it.
Title text: Sticks and stones may break my bones, but words can make me think I deserved it.

Explanation

Ambox notice.png This explanation may be incomplete or incorrect. If you see a way to improve it, edit it! Thanks.
Sticks and Stones (nursery rhyme):
Sticks and stones will break my bones
But words/names will never harm/hurt me.

is a nursery rhyme said, often by parents, to persuade an individual, usually a child, to ignore any name calling or mean taunts that were said by others in an attempt to hurt the individual's feelings.

This comic plays on this rhyme by having the child come in and say that although words can't harm you physically, they can change how you feel and make you feel happy or sad and the child suggests that how you are feeling is all that matters in the world. When Cueball suggests that the world isn't that bad the child reminds him of the "sticks and stones" part of the rhyme meaning that, even when emotions aren't an issue, the world can be quite harsh because there are things like sticks and stones that break your bones and presumably people who use them as weapons to do so. This is enough to change Cueball's mind so that he thinks the world is actually horrific.

The rhyme is actually incorrect, as recent studies (for example: http://www.pnas.org/content/108/15/6270.full?sid=758b38cc-b399-4d22-9c37-3c074cf321b) have shown that the brain's reactions to physical pain and emotional rejection are very similar and even feed into each other.

Transcript

Child: Did you hear what he said about me!?
Cueball: Well, remember: sticks and stones may break my bones, but words—
Child: —can make someone else feel happy or sad, which is literally the only thing that matters in this stupid world?
[Brief pause]
Child: Right?
Cueball: The world isn't that bad.
Child: Explain the line about sticks and stones?
Cueball: ...OK, maybe it's kind of horrific.

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