The theme of my considerations is rationality as a key concept for understanding social action. The first lecture provides a framework for assessing whether the analysis should proceed "top-down" or rather "bottom-up," and whether, to speak with Max Weber, we should focus on explaining or understanding. Starting from Faust's pact with the devil, the second lecture challenges the claim of instrumental rationality to a primary position in the rational understanding of social action and demonstrates that, regarding the problems of the philosophy of psychology, it is possible to pit Kant and Wittgenstein against Hume. In the third lecture, the game-theoretical concept of play is contrasted with the corresponding concept of Wittgenstein, and philosophical questions are discussed that pertain to the relationship between the self and social role.