People find it difficult to enjoy their own thoughts when asked to do so, but what happens when they are asked to think about whatever they want? Do they find thinking more or less enjoyable? In the present studies, we show that people are more successful in enjoying their thoughts when instructed to do so. We present evidence in support of four reasons why this is: without instructions people do not realize how enjoyable it will be to think for pleasure, they do not realize how personally meaningful it will be to do so, they believe that thinking for pleasure will be effortful, and they believe it would be more worthwhile to engage in planning than to try to enjoy their thoughts. We discuss the practical implications of thinking for pleasure for promoting alternatives to the use of technology.