A planful, future-oriented mindset is probably the most effective way to find success in life, but psychology has focused much more on the past than the future. This talk reports ideas and findings emerging from our recent research program on thinking about the future. Despite the common assumption that people see the future as bright, our laboratory experiments that contemplating the future leads to caution and in some cases pessimism. Outside the lab, we have a giant data set on people’s thoughts as they go about their daily lives, and these reveal much about why, when, and how people think about the future, as well as what personality types think about it more, and what its correlates and consequences are. Predicting the future is difficult — but perhaps that is not the main part of people’s thoughts about the future. Instead, we develop a theory of pragmatic prospection that shifts the emphasis away from “What is going to happen?” to “What do I want to happen?” and “How can I bring that about?”