Correlation indicates that two events, A and B, occur together, while causation implies that A directly influences B. To establish causation, one must manipulate A and observe changes in B, demonstrating a direct relationship. The discussion highlights that the phrase "If A then B" can imply causation but does not definitively establish it without context. Additionally, the conversation notes the complexities of language and logic in expressing these relationships, emphasizing that correlation does not equate to causation. Understanding these distinctions is crucial for accurate interpretation in statistics and scientific inquiry.