In Greek mythology, the Oracles of Delphi proclaimed the importance of "knowing thyself" accurately and completely. However, a few decades of social psychological work has suggested that people are not very good at arriving at accurate impressions of self. I discuss two roadblocks that hinder people on the path toward unbiased self-knowledge. The first mechanism has to do with the metacognitive plight of the incompetent. People who are incompetent suffer a dual-burden. Not only does their incompetence prompt them to make unwise and erroneous choices, but it also robs them of the ability to realize it. The second mechanism has to do with erroneous theories that people apply to their predictions of self and others. For example, in the moral domain, people often predict that they will act in more ethical and altruistic ways than their peers will. But do they make these predictions because they overestimate their own altruism, underestimate the altruism of their peers, or both? Recent work in my lab provides an initial answer.