Thinking about the future highlights the constructive nature of consciousness, as opposed to merely representing what is there—because the future is not yet available to be seen. We elaborate this point to emphasize how consciousness deals in alternative possibilities, and indeed preconscious interpretation confers meaning by recognizing these alternatives. Crucially, the goal of prospection is less to predict what is sure to happen than to prepare for action in situations defined by sets of incompatible alternative options, each of which might or might not come true. We review multiple lines of evidence indicating that people conceptualize the future as just such a matrix of maybe. Thus, people think of the future as highly changeable. Most prospective thinking involves planning, which is designed to bring about one outcome rather than alternatives. Optimism may often reflect an initial, automatic response that is soon followed by conscious appreciation of obstacles and other factors that can produce less desired, alternative outcomes. People moralize the future more than the past, presumably to promote the more desirable outcomes. Anticipated emotion helps people evaluate future possible outcomes. People specifically anticipate the matrix of maybe and sometimes seek to preserve multiplicity of options. We integrate these patterns of findings with a pragmatic theory of prospection: Thinking of the future as a multimaybe matrix is useful for guiding action.