We Don't Really Understand What Inertia Is
We don't really know what inertia is; we just know that all objects which are made out of matter have inertia, and that inertia makes an object resist CHANGE in motion. But, we don't understand why. 

In the video at the left, Paul Hewitt gives a short inertia demonstration, and he discusses the fact that we don't really understand what inertia is. 
Richard Feynman was considered by many to be one of the greatest physics teachers ever. Watch Richard Feynman in the extremely touching video at the right discuss his father, inertia, and the fact that we don't understand what inertia really is.

