The aphorism or proverb is not necessarily paradoxical. Many are not, of course. The ones I like best, however, happen to have that element of surprise. In William Blake and in Oscar Wilde this tendency reached its apogee. To lose one parent is a misfortune. To lose both begins to look like carelessness.
Doxa is belief. The words orthodox, heterodox, refer to beliefs that are in favor or out of favor with secular or religious authorities. Paradox is something against common belief (Barthes loved to cite that etymology).
So most proverbs are going to express doxa, common belief. They can nevertheless present doxa as paradoxa. Your friends are more likely to betray you than your enemies, for example. That's a common belief, if you trust the proverbs, but it is paradoxical from the naive view that friends are better than enemies. So the didacticism of the proverb goes against the naive doxa, replacing it with the cynical one.
The aphorism cannot just present an ostensibly "false belief." The paradox has to make sense on some level, to command assent. "Most people do not know their mother's first name" is not a good aphorism because the falsity just sits there and does nothing.
Vicente Núñez called his aphorisms "sofismas" or sophisms. Sophistry, of course, is a method of philosophical instruction criticized by Plato for its lack of interest in the truth. So VN was saying "don't trust what I'm saying," I'm sophistical. But also: my aphorisms are paradoxical and they might challenge your beliefs.
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