In our inquiry into how to live our lives, we ask questions not only about what to do on particular occasions, but also about how on the whole we should live: questions about what our lives require of us and what would make them worth living. Standard philosophical efforts to account for these reflections are unsatisfactory because they do not adequately distinguish them from skeptical challenges to normativity. Constructivist approaches offer fruitful analysis of related concerns, but this kind of account reaches its limits in explaining our reflection on our projects, considered as a whole. My dissertation identifies a distinctive context in which such questions can arise: in an experience of anxiety, understood along the lines of a certain strand of existentialist thought. Anxiety is an occasion for thinking about how you should live, when you do not know what it would mean to live your life as you should. I argue that the limited ability of standard pictures of deliberation to account for this perspective shows that practical thinking is also creative and interpretative. My dissertation argues for an account of our agency that gives non-deliberative forms of practical thinking a central role.