Explanatory inquiry characteristically begins with a certain puzzlement about the world. But why do certain situations elicit our puzzlement while others leave us, in some epistemically relevant sense, cold? Moreover, what exactly is involved in the move from a state of puzzlement to a state where one's puzzlement is satisfied? In this paper I try to answer both of these questions. I also suggest ways in which our account of scientific rationality might benefit from having a better sense of the (...) kind of epistemic goal we are trying to realize, when we engage in our explanatory inquiries. Two Senses The Need for Explanation An Example Proto-understanding Conclusion CiteULike Connotea Del.icio.us What's this? (shrink)