An important idea in statistics is that the amount of data matters. We often teach this with formulas --- the standard error of the mean, the t-statistic, etc. --- in which the sample size appears in a denominator as √n. This is fine, so far as it goes, but it often fails to connect with a student's intuition. In this presentation, I'll describe a kinesthetic learning activity --- literally a random walk --- that helps drive home to students why more data is better and why the square-root arises naturally and can be understood by simple geometry. Students remember this activity and its lesson long after they have forgotten the formulas from their statistics class.