Knowledge of our emotional and bodily states helps us to further know our goals, values, interests, cares, and concerns. The authors first lay out a puzzle as to why bodily and emotional self-knowledge is strongly associated with good mental health and well-being. They solve this puzzle by mapping out connections between bodily states, emotional states, and our goals with an account of emotions as embodied appraisals. Emotions being embodied implies that self-knowledge of our bodily states aids in acquiring knowledge of our emotional states. Emotions as appraisals means that situations are appraised relative to our goals, such that self-knowledge of emotional states aids in acquiring knowledge of our goals, which are not always transparent to us. While emotional self-knowledge can be difficult to acquire, through skilled practice we can improve awareness and knowledge of our emotional and bodily states.