Of course you do. Almost 2,000 years ago, Julius Ceasar created a new calendar, based off of the older Roman calendar. But he wanted his personal month, July, to have the maximum of 31 days, so he stole a day from February. His heir, Augustus Ceasar, not wanting to be outdone, wanted his personal month, August, to also be 31 days and stole it from February as well.
So that is why February is the shortest month of the year. Because of the giant egos of two men with too much power.
And now you know. And knowing is half the battle.