The aim of the paper is this: Instead of presenting a provisional and necessarily insufficient characterization of what mathematical physics is, I will ask the reader to take it just as that, what he or she thinks or believes it is, yet to be prepared to revise his opinion in the light of what I am going to tell. Because this is precisely, what I intend to do. I will challenge some of the received or standard views about mathematical physics and replace them by a more sophisticated picture, which takes into account the methodological and philosophical roots of mathematical physics in Göttingen.