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In the pilot episode of Breaking Bad, when Jesse and Walter White are in the desert they have the following dialogue:

Jesse is looking if there is nobody around.
Jesse: Yeah, nothing but cows and a big cow house.
WW: Cow house?
Jesse: Yeah, where they live, the cows.
WW: (to himself) Cow house... God help me.

(watch it on YouTube).

Why did Walter White say "God help me"? What is the message of this scene?

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    And here is the irony of asking such question... – Mithoron Aug 12 at 14:54
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Walt, a teacher, was questioning his choice to go into an illegal business enterprise with someone who didn't know the proper term for "barn".

You could say at this point that Walt was unaware that "book smarts" are less of a benefit than "street smarts" in an illegal enterprise, and so it somewhat shows his arrogance that he can exist in this criminal world.

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    It also shows that Jesse is a "city boy" and doesn't know much about the rural environment. Remember in the Pilot, Jesse was not intended to be a long-run character, so there was less time to flesh out his background. – Criggie Aug 12 at 20:26
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    ""book smarts" are less of a benefit than "street smarts" in an illegal enterprise" - did Walt ever learn that? He certainly learnt the usefulness of "street smarts", but I didn't get the impression that he (necessarily) would've considered it more beneficial than "book smarts" (unless there's a quote stating as much that I'm not remembering). – NotThatGuy Aug 12 at 21:44
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    @NotThatGuy At the very least he later learned that openly displaying his "book smarts" is not the way to command respect with the people he got involved with. While they always saw his cooking abilities as a valuable asset, he needed the whole Heisenberg persona to be seen as in control. If Heisenberg met someone saying "cow house", he wouldn't act openly dismissive or shocked, but probably think about how to use that "useful idiot" to his advantage... – ManfP Aug 12 at 23:09
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    Though amusingly, cowhouse is a dictionary word and much more descriptive than just unqualified barn. Finnish has a specific word for a cowhouse, so I wonder what phrase they'd actually use in those parts to tell a cowhouse apart from other kinds of barns. A cow barn? – ilkkachu Aug 13 at 8:35
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    @ilkkachu I'd expect the word "byre" for specifically a cow barn. – Showsni Aug 13 at 9:17
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The short answer: Walt is supremely arrogant.

In much of the show, you can see that it is often very painful for Walt to treat others kindly. Walt is a brilliant guy, and he knows he is a brilliant guy. He also knows that most other people are much less than brilliant. Whenever Walt encounters a person that displays a lack of intelligence, he often can't help himself to a bit of grumbling.

In this scene, Jesse uses the word cowhouse. While it seems cowhouse is a word, most native English speakers would not know it. Native speakers would generally assume that Jesse is making up a word where most people would use the word "barn." It is likely that Jesse knows the word "barn" but, at this point in the show, a viewer would assume that either Jesse has fried his brain with drugs or he is so urbanized that words which belong to a rural setting don't come easily to him.

This is the basis of why Walt is annoyed, but the truth is actually more nuanced than this. Jesse and Walt have some shared past as Jesse had been Walt's student. In their respective roles, at least in Walt's mind, Walt was the brilliant teacher and Jesse was the disinterested student. He often treats Jesse as less than human because of this.

In any case, when Walt says "God help me", he is privately lamenting his fate that he has to work with such an inferior person as Jesse. To be honest though, in Walt's mind pretty much everyone is inferior to him.

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    Is this Skyler? – JacobIRR Aug 13 at 13:53

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