Many people have had the experience of thinking with pleasure, or of the pleasure of thinking, but can we substantiate the idea that thinking can be pleasurable? This first chapter explores non-psychological productions to search for evidence of the pleasure of thinking in the visual arts, in philosophy – mainly in the writings of Baruch Spinoza and Hannah Arendt - and in the self-writing of a few authors, among them Sigmund Freud and the novelist Chaim Potok. This enables to identify five modalities of the pleasure of thinking. The chapter then poses the theoretical frame for the book, a sociocultural and developmental psychology, and highlights its ontological and epistemological axioms. Two concepts are defined: on the one hand, the concepts of thinking, including reasoning, sense-making, and daydreaming; on the other hand, the concept of pleasure. The methodology used for the book is then exposed – an abductive integration of theoretical work with the secondary analysis of existing work and of data collected in our past work. The outline of the volume is finally presented.