We seek to equip our students with the abilities they need to navigate the complexities of their future roles in psychology. In this article, we describe a novel classroom exercise that introduces a methodology to assist psychology students in understanding the complexity of our world. The exercise introduces the concept of "counterfactual" thinking, which prompts students to explore diverse causal frameworks for behavioral outcomes. The exercise involves students engaging four stages: (a) identifying and describing an event in relation to psychology as a discipline; (b) describing minimal, hypothetical changes including theoretical and methodological issues; (c) identifying the possible outcomes from the changes; and (d) reflecting on the outcomes and establishing the "so what?". By encouraging imaginative and speculative thinking, this exercise is intended to contribute to the development of critical, creative, and interdisciplinary thought processes. In doing so, we posit that the exercise can lay a foundation for consolidation of the learning of foundational competencies within psychology training schemes, in particular the application of knowledge and skill that is reflexive. We encourage readers to empirically investigate the effectiveness of this exercise in their own educational settings.