Some experiences - like the experience of eating cheesecake - are good experiences to have. But when we try to explain why they are good, we encounter a clash of intuitions. First, we have an objectivist intuition: plausibly, the experiences are good because they feel the way that they do. Second, we have a subjectivist intuition: if a person were indifferent to that kind of experience, then it might fail to be good for that person. Third, we have a possibility intuition: for any kind of experience, possibly there is a subject who is indifferent to that kind of experience. The pleasure problem is the problem we face in reconciling these three claims. I explain the problem and argue for a solution. I argue that we ought to reject the most common solutions: rejecting the objectivist or subjectivist intuitions. Instead, we ought to follow Timothy Sprigge in rejecting the possibility claim. We should embrace the view that experiences bear necessary connections to our attitudes.