Then I guess you must find loudspeakers equally unbelievable - a bit of vibrating paper making all that sound!
A vinyl record has a groove carved into it that mirrors the original sound's waveform. If you were to look at the disc under magnification, you�d see, within the groove, the little horizontal peaks and valleys that correspond to the peaks and valleys of the original sound. And the amplitude of those peaks and valleys would be analogous to the amplitude (volume) of the original sound.The stereo data is carried in the walls of the groove. Simply put, two walls = two tracks. One side is modulated for one channel and the other is modulated for the other (left and right). In the cartridge two magnets and coils are set at the same angle as the record groove sides. Each groove side modulates a separate channel.