This book wrestles with the question of free will, which a deterministic/materialist vision of the universe denies. Following William James, the author resolves the issue by applying pragmatic ideas which are tested in reality. The core idea of this work relates to its title, that true ideas are tested by seeing where they lead us. Unlike materialism, this view is open to a pluralistic universe. This includes a spiritual dimension, in which our consciousness has a transmissive capacity, or an ability to pick up inspiration from outside itself. All of the above serves as a guide to a richer life, in which we experience harmony with the world by means of an "agreeable leading." Last, the author wishes that this was a book he would have read when he was young, and we invite you to do the same.