I introduce a new geometrical approach to thermo–statistical mechanics. Here I highlight the main physical ideas, and how do they translate into geometrical language. I contrast the present approach with previous thermo–statistical–geometrical formalisms, (pseudo-)Riemannian [Weinhold 1975; Ruppeiner 1979] as well as Euclidean [Gilmore 1984; Gross& Votyakov 1999] or Euclidean–looking [Levine 1986]. I point out the relevance of this approach within the contexts of non–extensive statistical thermodynamics [Tsallis 1988, 2000]. I show how the language of Riemannian geometry can be used as a powerful investigation tool,leading to several new and profound questions, and some temptative answers, on thermo–statistical mechanics.

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