The article aims to analyse wonder as a pedagogical phenomenon in ancient philosophy and religion. Aristotle's judgment about mythologists and their interest in the miraculous, which is initially close to philosophy, is reinforced in a rich ancient narrative about amazing people who made amazing discoveries (such as Aristeas from Proconnes, who probably reached Siberia). At the same time, the wonder that the ancient tradition writes about does not have a romantic and aesthetic nature at all, which is often attributed to it. On the contrary, the god Thaumas («Amazing»), mentioned by Plato in «Theaetetus», personifies the numinous phenomena of the sea. Among his descendants is not only the goddess Iris, but also the harpies. Analysis of the texts of Plato and Aristotle shows that the theme of wonder in them is directly related to the themes of blindness, difficulty and even pain that accompany the birth of knowledge. Perhaps the most revealing one is the initiation into philosophy depicted by Plato in «Parmenides», and the myth of cave from the «Republic». The danger from the presence of the gods, which epic theology tells us about, is duplicated by the effort and danger of blindness in the philosophy and rational theology.