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I'm having a hard time understanding the difference between guess and second-guess.

From Merriam-Webster's:

guess means
1: to form an opinion of from little or no evidence
2: believe, suppose
3: to arrive at a correct conclusion about by conjecture, chance, or intuition

and

second-guess means
1: to criticize or question actions or decisions of (someone) often after the results of those actions or decisions are known; also: to engage in such criticism of (an action or decision)
2: to seek to anticipate or predict

What's the difference between "to seek to anticipate or predict" and "to arrive at a correct conclusion about (a future event) by conjecture, chance, or intuition"? If there's not much difference, why prefix "guess" by "second-"?

Or if the prefix "second-" indicates some kind of "theory-of-mind", then would the word "third-guess" be understood as "to seek to anticipate the anticipation of a person A by another person B", and similarly for higher order guesses?

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    One second guesses because there already existed a prior guess. Often it's someone else's guess, and second-guessing takes on tones of "backseat driving", but it's both possible and common to second-guess oneself; to have misgivings or begin to feel doubts about a conclusion previously drawn. So it's not the amount of people involved: it's the amount of guesses. One could talk of third-guessing, etc, but typically that would be employed in a jocular context; as a play on words. Just as one can have both Spanish and French as "second languages", any guess after the first is second.
    – Dan Bron
    Commented Jul 16, 2015 at 18:25

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The definition I'm more familiar with, and the one listed first by ODO is:

second-guess [WITH OBJECT]

1 Anticipate or predict (someone’s [or some body's] actions or thoughts) by guesswork: he had to second-guess what the environmental regulations would be in five years' time

This restricts the guessing to what others are considering doing / going to do.

I'm not sure that M-W is correct in not adding this restriction; certainly I'd only use 'second-guess' in the way OALD defines it. The criticism sense is largely American.

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