Well, yes, I have been in a few Philosophy classes in my time - I'm in the last year of completing my English/philosophy major at uni. And a lot of the time philosophy can seem pointless, especially analytic philosophy which constantly picks apart arguments and invents new positions and new distinctions until you wonder what the original point was.
But to say that philosophy simply holds that 'nothing is real' or is based upon mere statements without attempting to find any proof is to miss the whole point of philosophy in the first place.
What philosophy does is act as a science of ideas. Philosophy takes our everyday notions of certain concepts and then analyses them to find out what we mean when we use these concepts. For example, what do we really mean when we use the concept of freedom? Is it simply that we 'could have done otherwise' or is it that we can 'do whatever we want.' Philosophy then seeks to determine what the implications of our concepts are - if we think that freedom is that we 'could have done otherwise,' how does this fit in with a deterministic universe?
I guess the most frustrating part of philosophy is the fact that definite answers are never found - the very job of philosophers is to take concepts and ideas that we think are solid, and find paradoxes, inconsistencies and problematic implications inherent in them. In this way, it seeks to provide us with a systematic view of the world, whereby our total knowledge contains no logical inconsistencies. Inconsistencies are undesirable - obviously if I thought that all mammals are warm blooded, yet I thought that humans were cold-blooded, there would be a pretty big inconsistency that I would need to deal with.
The hardest part of philosophy is that, to understand many of these arguments you have to study a LOT of philosophy. Because philosophers have been working pretty hard for a long time, there are hundreds of different positions on arguments, each with implications on other positions. For example, if I am a reductive physicalist, then it is hard to see how I can be a dualist. If I am a reductive physicalist, my position on topics such as conscious experience are going to take a certain form. The aim, when doing philosophy, is to work out which positions you agree with, and try to fit them in with the rest of your beliefs. The best philosophy is done by challenging seemingly solid concepts, and forcing a new position to be taken; The Gettier Problem, for example, was a three page article - very short by philosophical standards - that completely blew apart the idea that all knowledge has to be is a justified, true belief.
In short, philosophy is done by offering answers to the problems with our ideas of the world. It then takes those answers and makes them problematic.
It may seem pointless, but in the end it enriches our understanding of who we are and our role in the world around us.
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