The British Psychological Society's Research Digest asked "some of the world's leading psychologists to look inwards and share, in 150 words, one nagging thing they still don't understand about themselves." Here is Norbert Schwarz:

One nagging thing I don’t understand about myself is why I’m still fooled by incidental feelings. Some 25 years ago Jerry Clore and I studied how gloomy weather makes one’s whole life look bad -- unless one becomes aware of the weather and attributes one’s gloomy mood to the gloomy sky, which eliminates the influence. You’d think I learned that lesson and now know how to deal with gloomy skies. I don’t, they still get me. The same is true for other subjective experiences, like the processing fluency resulting from print fonts – I still fall prey to their influence. Why does insight into how such influences work not help us notice them when they occur? What makes the immediate experience so powerful that I fail to apply my own theorizing until some blogger asks a question that brings it to mind?

And here is David Buss:

One nagging thing that I still don’t understand about myself is why I often succumb to well-documented psychological biases, even though I’m acutely aware of these biases. One example is my failure at affective forecasting, such as believing that I will be happy for a long time after some accomplishment (e.g. publishing a new book), when in fact the happiness dissipates more quickly than anticipated. Another is succumbing to the male sexual overperception bias, misperceiving a woman’s friendliness as sexual interest. A third is undue optimism about how quickly I can complete work projects, despite many years of experience in underestimating the time actually required. One would think that explicit knowledge of these well-documented psychological biases and years of experience with them would allow a person to cognitively override the biases. But they don’t.

(Hat tip: Tyler Cowen)

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