Being adventurous is a little like being a good dancer: Most of us think we aren't, and the more we're convinced of this, the less hope we have of loosening up and getting better. Learn to develop a true sense of adventure with this miniguide to the how, why, when and wow of opening up your life.

Talk Yourself Up.
Jim Loehr, PhD, is a psychologist who cofounded LGE Performance Systems, a high-performance training center for athletes and executives in Orlando, Florida. During the day, his clients repeat to themselves mottos they've composed—like "I am self-reliant," "I am decisive," "I'm a good problem solver"—to counteract the running self-critique the rest of us tend to deliver all day ("I am way too needy," "I can't make a decision to save my life," "Why can't I solve my problems?!"). If daily affirmations aren't your speed, you might try playing your favorite kind of music at the same time every day.

Get Unstuck.
Maggie Craddock, a coach of employees of Goldman Sachs, Merrill Lynch, and Credit Suisse First Boston, says that people who are feeling as if life is closing in on them have one thing in common: They're having trouble separating what they think they should want (a promotion, a big fat raise, the return of casual Fridays) from what they really want (recognition, a sense of purpose or balance in their lives). What are you really looking for? "People have to ask themselves, How is my sense of who I am being shaped by the people I'm around?" says Craddock. "Is that keeping me in my rut or helping me out of it?"

Take a Risk.
There's a program specifically designed to help people brave that next step: In 1941 a German educator named Kurt Hahn cofounded the first Outward Bound, a school that inserts people into some hairy situations and helps them prove to themselves how much they can accomplish. Create your own at-home version by taking small risks, then graduating to larger ones.