NEW YORK ( TheStreet) -- "The market doesn't always make sense," Jim Cramer told the viewers of his "Mad Money" TV show Tuesday. He said that if viewers want to become better investors, they need to understand how the market works, which is why Cramer devoted his entire show to teaching his most important lessons. Cramer said that there's a pernicious myth that the markets are always rational, that it always makes sense, but that simply isn't true. He said whenever the markets get hit with a huge pullback, there will be a lot of stocks going down for the wrong reasons, or even for no reason at all. So how can investors make sense of these sell-offs? Cramer said they need to understand how the markets work. He explained that unlike the old days, the markets are now trading baskets of stocks, like index funds and ETFs, along with futures and options and a whole host of other instruments. These index funds link stocks that wouldn't otherwise be linked.