In this chapter, I reflect on the influence of autoethnography as a methodology for a self-study in improvisation. Learning to improvise as a classical musician fulfilled a long-standing ambition to become creative and agentic. Yet the path of learning, once started, could not be reduced to skill learning or described purely through cognitive processes as originally planned: improvisation itself was something I’d been trained to avoid. Thus, the act of improvisation, I discovered, provoked emotions of guilt, insecurity and inadequacy. However, through the exercise and discipline of autoethnographic data collection (practice journals, audio and video recordings), I discovered sense-making tools for charting the uncertain steps of blind experimentation, for providing clear feedback and for setting my steps on the pathway of skill learning.