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I think it probably started with Blue’s Clues. We were four or five years old, and on came the little jingle at the end of every show, a chorus of kids singing as Steve, in his perennial green-striped shirt, waved goodbye: “We can do anything that we wanna do!”

I’m here to make the apparently pessimistic argument that actually we can’t. But I’m also here to make the argument that that’s a good thing.

You can be anything you want to be, you can do anything you want to do, you’re only limited by your dreams. The problem with these mantras is twofold. First of all, they’re not really true; and secondly, insofar as they are true, they have a tendency to make us miserable.

In our modern world, you can theoretically do pretty much whatever you want, whenever you want. You can pick up and move to a new city, or state, or country. You can write or speak about anything you want. You can change jobs. You can leave a relationship or start a relationship with almost anyone almost anywhere. You can even get a complete stranger to pick you up and drive you across the city with a few swipes on your phone.

All of those freedoms are good, and I don’t want to negate the good that many of us receive from them. It’s important, also, to remember that they’re not given to everyone. But is all this freedom really making us happy? Millennials, as a sample section of today’s working world, are depressed, anxious, broke, and unhappy at work. There are many reasons for this, of course. But I think one of them goes back to those good old Blue’s Clues reruns.

As we’ve matured and become adults, we’ve realized—gradually or not so gradually—that though in these shallower senses the world is our oyster, in a deeper and very real sense you can’t do whatever you want. The world is not at your disposal. You can’t be a world-class athlete and a famous scientist. You can’t go to the rock concert and to your best friend’s football game that are on the same night.

And it’s not just the pesky problem of bilocation. You can’t expect that you will be good at everything you try the first time you try it. You can’t count on every single person in your life to be exactly what you need at every moment. You can’t graduate from college and get enough sleep (can confirm).

Sometimes, even expectations we think are reasonable turn out to be impossible, at least at certain times of life. Sometimes you can’t get that Kickstarter campaign off the ground. Sometimes you can’t find the friends you were hoping for when you move to a new city. Sometimes the relationship just can’t be fixed.

Sometimes—as much as we want to deny it, as much as it makes us angry, as much as it’s been ingrained into our psyches that failure is inconceivable—we fail, or we lose, or someone hurts us, or things just aren’t fair. Striped-shirt Steve didn’t prepare us for this—sometimes, despite all our best efforts and our most shimmering dreams, we finally have to say “I can’t.”

But I think that’s the beginning of a way out of our misery. Life isn’t really much of an adventure if you can do whatever on earth you want. Limitations actually allow you to enter more deeply into your real life.

As an illustration: If I’m out shopping for groceries, it’s more fun to know that I need this $40 to get me everything I need for my four-day vacation than to be able to buy anything in the store. If the possibilities are endless, I’m always dissatisfied.

I’m dissatisfied for two reasons: the paralysis of decision-making, and the inevitable aftermath of “what if” questions. Is this really the best coconut ice cream at Whole Foods? If I had paid the $16 for the two ounces of organic paleo vegan maple syrup, would I have been happier? Can I confirm, without a doubt, that I’ve maximized my chances of happiness in every possible way, since every possible chance seemed to be mine?

When everything is available—when you could change jobs at any moment—when there’s always another Amazon package, or another iPhone, or another app date waiting around the corner—it’s so easy to lose track of what you do have and float senselessly in a future that might never exist. Having all your options open takes the focus away from where you are and puts it on where you could be—but are not. That’s why our limitations are our friend.

In the movie Christopher Robin, Winnie the Pooh asks for a red balloon, and the harried, distracted grown-up Christopher Robin buys one for him. Later, Pooh says something along the lines of “Didn’t the red balloon make you happy? It made me very happy.” Pooh has only one red balloon—not a 5,000-balloon release at a wedding, or a hot air balloon, or even a balloon animal. He couldn’t get it himself. He had to ask someone else to buy it for him.

But he uses that word so foreign to our experience today—happy. Because he doesn’t see himself as selecting from an endless all-you-can-eat buffet of happiness options, he really sees what he has, and he sees it as a gift. For us, the red balloon is what’s real in our lives—the core of what we do have, from which we are constantly distracted by the things that we don’t have.

The limitations in our lives can seem like they are holding us back from real happiness. But what if we looked at it the other way around? What if our limitations—the responsibilities we have at home, the lack of a talent we wish we’d been born with, the failures, the setbacks, the annoying coworkers, the rough breakups—are only the border, the negative space defining the beautiful reality of our lives?

All these limitations give us clarity about who we really are, what we really want, and what is really available to us. You can’t be a famous athlete, because you’re devoting that time to becoming a great cook. You can’t be CFO, because you’ve chosen to stay home with your toddlers. You can’t be in a relationship with that guy, because you want the door to be open for the right guy to come along. We’re limited, but that limitation is where the adventure lies. Admitting that we can’t do whatever we want might be the first step in realizing that what really makes us happy is already ours.