This book is about how we think about the future. It is about how we think about our own personal futures and how such prospection is connected to our well-being and mental health. The ability to think about the future is essential for functioning, and is also central to individual well-being and mental health. This book reviews the growing evidence for the link between prospection and well-being. A variety of aspects of prospection are discussed, including prediction and anticipation for future events, judging how we will feel when events do happen to us, and how we feel in the here-and-now when contemplating what will happen in the future. Each of these aspects of prospection is connected to experiences of well-being and mental health in different ways. Questions of bias and accuracy in prediction are also addressed in the context of discussing optimism and pessimism. Qualities of goals for the future that are strongly implicated in aspects of well-being and mental health are reviewed, along with the role that difficulties in planning how to reach goals play in states of low well-being. The book also attempts to reconcile the seeming contradiction between being mindful in the present and thinking about the future. Ways of trying to change problematic prospection are also reviewed in light of their ability to improve well-being and reduce psychological distress. Of course, it is not possible to think about the future without remembering the past, and the involvement of memory in prospection is discussed, especially in relation to memory difficulties producing difficulties in prospection. The book concludes by arguing that our well-being and mental health are intimately bound up with our subjective future life trajectories.