This book offers a psychological account of thrills (goosebumps and tears), of the epiphanic experience of seeing ordinary things in a profoundly new way, and of the experience of the sublime. The unifying characteristic of these 'strong experiences' is that they all begin with surprise. They are important in literature: literature is about these experiences, and literature can cause these experiences. This book offers an overview of theories of these kinds of experience, and of what might cause them to happen. In the final chapter, various literary strategies are explored as possible causes. The book draws on psychological accounts of surprise, and of emotion, and cognitive approaches to what knowledge is, why it is possible to have feelings of profound knowledge, and why what we know can sometimes not be put into words.