As we live our lives, we repeatedly make decisions that shape our future circumstances and affect the sort of person we will be. Drawing on ideas from the philosophy of mind, formal epistemology, and the intrinsic value of color experience, I will argue that, for certain choices involving dramatically new experiences, we are confronted by the brute fact that, from an introspective perspective, we can know very little about our subjective futures. If we make life choices in the way we naturally and intuitively want to–by considering what it will be like to be to live in the future circumstances we are choosing to bring about, and what our future selves will care about if we choose to have the new experience–we only learn what we really need to know after we have already committed ourselves. If we try to escape the dilemma by avoiding the new experience, we have still made a choice. The puzzles I describe bring out a deep tension between formal, empirical models for rational choosing and the philosophical concept of authenticity. I will suggest that we regard big life decisions as choices to make discoveries, small and large, about the intrinsic nature of experience, and as choices to discover how our preferences will evolve in the wake of the choices we’ve made.