Children run through a sprinkler
Why do you think women like Volvos so much?" my friend Beth asked me as we watched three gray cars crammed with kids pass through an intersection. "Same reason they have trouble experiencing pleasure—their minds are on 50 things at once," I told her. "They choose safe cars as a precaution."

Beth was one of the subjects in my informal pleasure survey. A couple of months ago, I'd heard that the actress Catherine Deneuve cultivated pleasure because she wasn't naturally a happy person. The idea intrigued me. I'd always thought pleasure was beyond my control—like finding a warm spot while swimming in a cool lake. You hit the moment; it's lovely and then gone. But Deneuve was suggesting that by taking pleasure seriously, she was able to reorient her inner compass and change her feelings, thoughts—and ultimately her entire mood.

For the perennially grumpy, this was big news. Did other people consciously seek pleasure to lift their moods? I hit the phones to find out. "Does eating count?" asked Patty, a 40-year-old screenwriter. "No," I said. Not unless you are truly immersed in the act of cooking, serving, and tasting. Rote activities—things you could do in your sleep—don't count. The pleasure in them wears off after about ten seconds. They don't get you to a state of sustained well-being.

I was talking about activities that require considerable attention, like learning a language or painting a mural. You lose yourself, forget about time, and come back feeling different. Think of Steve Jobs at his circuit board, Albert Einstein on the violin, kids under a garden hose. Patty paused for a second, then told me the only time she could lose herself like that—say, by visiting an art gallery—was when she'd convinced herself it was work related.

Other friends placed similar constraints on themselves. "If the pleasure starts in another category, like exercise or making money, then I can do it," said Meg, a 45-year-old mother and clothing designer. Amy, a 35-year-old mother and veterinarian, told me she thought about what she wanted to do all the time—sketch and paint—but was waiting until the kids were grown. Others told me they didn't have enough time to figure out what they would do if they had the time.

Men, it turns out, are different. They are less self-conscious about "wasting" hours—watching sports, playing Nintendo, fly-fishing. They are connoisseurs of their pastimes, collecting data and stories, creating office pools so they can sneak a little fun into the workday. Of course, women do some of these things, but often it's not with the same relish and absorption. Have you ever seen a woman playing golf alone?

Is pleasure a gender problem? I called Mihaly Csikszentmihalyi, a professor of psychology at Claremont Graduate University in California and author of Flow: The Psychology of Optimal Experience, to find out. "How do you know about gender? We haven't published that research yet," Csikszentmihalyi said, somewhat taken aback. It turns out that he and his researchers had noticed the same thing. Studying thousands of individuals, they'd observed that men seem to have an easier time moving into the pleasurable state of "flow"—that zone of absolute abandon.

Next: How men and women think differently
To test their observation, Csikszentmihalyi's researchers had people of both sexes wear watches that would ring at arbitrary moments during the day. Whenever the alarm went off, each individual had to write down everything he or she was thinking about. Men reported thinking about one to one and a half things when the alarm went off, while women reported thinking about four to five different things. Having so many balls in the air makes it harder to become lost in a single rewarding activity.

Biology, conditioning, and social pressure all play roles in our habits of mind. Fifty thousand years ago, when we were cavewomen on the savanna, we had to simultaneously tend the fire, watch the kids, chase monkeys out of the garden, and cook meals. Men, on the other hand, had to hunt, period.

By now our way of thinking has become so deeply ingrained that I suspect women's brains have more mental pathways than men's. Plus, we're expected to be people oriented, aware of those around us. Csikszentmihalyi says women have an easier time moving into pleasurable activities that let us multitask and be relational. Around the world, weaving and needlework are popular women's activities because they can be done in a group and serve a utilitarian purpose.

But as I continued my survey, I found many women who had figured out their own style of cultivating pleasure. Lynn gets up at 6 A.M. to knit and listen to classical music before her daughter is out of bed. Lisa runs marathons on the weekends for the sheer exhilaration of it. Beth takes piano lessons for what she calls the liftoff. And, I realized, pleasure is the real reason I practice yoga. The need for exercise and stress relief got me to sign up for the class, but I returned again and again for something I hadn't even let myself know about. During class, the big "I" disappears—the me who measures her body against the other women's, the me who worries about her $2,500 credit card debt, the married me, the female me.

The ego evaporates; the biography society writes for us disappears. What is left? It's hard to explain, but it feels like my truest self, the "I" who could dance with the angels.

There are plenty of other ways to lose yourself. Shopping and Chardonnay are two of my former paths—but the "me" who takes over when I indulge isn't someone that I'm proud of. In fact, it's usually someone I'd like to strangle when I come back to earth.

Unfortunately, society makes it a whole lot easier to go wild with a charge card or to throw down a few glasses of wine than to start painting, meditating, or doing yoga. Acquisition and speed are highly valued in our culture, and we expect our activities to have a clear purpose.

The rule that we must be accomplishing something all the time is broadcast so efficiently and so early that we internalize it. Every flow-seeker I interviewed struggles with a seditious inner voice. "This is ridiculous. I'm way too old to learn this," Beth tells herself when she sits down at the piano. My yoga class starts with the crow on my shoulder screaming, "You haven't done half the stuff you were supposed to today!"

You have to face the crows before you can transit to a place of pleasure. It gets easier, over time, to make that journey. But you may sometimes think, Why bother? For Csikszentmihalyi, the point is to enjoy life to the fullest. "If you are rich but can't enjoy life, then you have nothing," he says.

Beth says she loves to connect with something as beautiful, emotional, and ancient as music; Lynn says she knits to stay sane. We have different reasons for seeking flow, and we go to different places, private places. What fascinates me are the choices. No self-help book, e-retailer, or bossy sister can tell you what will give you pleasure. To find it, you have to divine yourself, listen for a particular note or be alert to a gentle itch of interest, then follow it through the maw of negative voices. And when you've gotten there, what you've found probably speaks profoundly to who you really are. That person is worth getting to know.

Find What Makes You Happy

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