This paper defends the view, put roughly, that to think that p is to guess that p is the answer to the question at hand, and that to think that p rationally is for one’s guess to that question to be in a certain sense non-arbitrary. Some theses that will be argued for along the way include: that thinking is question-sensitive and, correspondingly, that ‘thinks’ is context-sensitive; that it can be rational to think that p while having arbitrarily low credence (...) that p; that, nonetheless, rational thinking is closed under entailment; that thinking does not supervene on credence; and that in many cases what one thinks on certain matters is, in a very literal sense, a choice. Finally, since there are strong reasons to believe that thinking just is believing, there are strong reasons to think that all this goes for belief as well. (shrink)