Climbing mountains. Skydiving. Surfing. These are things that might come to mind when you think of adventure.

But it’s different for everyone, says Frank Farley, Ph.D., a professor at Temple University and a former president of the American Psychological Association. For some people, thrill seeking involves mental challenges, like creating art or finding innovative solutions for problems. (Related: How to Use Travel to Spark a Personal Breakthrough)

Whether it’s physical or mental, adventurous behavior makes us feel good: It fires up the same regions of the brain that getting a reward does, according to a study in the journal Neuron. This may be why we’re motivated to try new things even when they’re intimidating, says study author Bianca Wittmann, Ph.D., of the Center for Mind, Brain, and Behavior, the University of Marburg, and Justus Liebig University Giessen in Germany.