We performed molecular simulations to analyze the thermodynamics of methane solvation in dimethyl sulfoxide (DMSO)/water mixtures (298 K, 1 atm). Two contributions to the interaction thermodynamics are studied separately: (i) the introduction of solute-solvent interactions (primary contribution) and (ii) the solute-induced disruption of cohesive solvent-solvent interactions (secondary contribution). The energy and entropy changes of the secondary contribution always exactly cancel in the free energy (energy-entropy compensation), hence only the primary contribution is important for understanding changes of the free energy. We analyze the physical significance of the solute-solvent energy and solute-solvent entropy associated with the primary contribution and discuss how to obtain these quantities from experiments combining solvation thermodynamic and solvent equation of state data. We show that the secondary contribution dominates changes in the methane solvation entropy and enthalpy: below 30 mol % DMSO in the mixture, methane, because of more favorable dispersion interactions with DMSO molecules, preferentially attracts DMSO molecules, which, in response, release water molecules into the bulk, causing an increase in the entropy. This large energy-entropy compensating process easily causes a confusion in the cause for and the effect of preferred methane-DMSO interactions. Methane-DMSO dispersion interactions are the cause, and the entropy change is the effect. Procedures that infer thermodynamic driving forces from analyses of the solvation entropies and enthalpies should therefore be used with caution.