This chapter discusses the question of how to study Global Political Economy (GPE), presenting three arguments. First, it makes the case for why the study of GPE is fundamentally exciting and wonderful. GPE is exciting because of its sheer scale and potential comprehensiveness in offering macrosocial explanations for the operation of the world. This fundamentally interdisciplinary orientation is very different from other areas of study, and it makes GPE a refreshing contrast to a lot of conventional thinking within the social sciences. The chapter also argues that the study of GPE is really hard. In order to navigate both the wonderfulness and the challenges of studying GPE, a particular conceptual device can be tremendously helpful. The chapter then identifies the different ‘modes’ of intellectual activity that operate within GPE scholarship: critique, advocacy, and discovery.