In the 1950s, Daniel Berlyne pointed to our large ignorance about a core question in behavior and neural function: not the acquisition of knowledge per se, but the motivation underlying the quest for knowledge. Why do we exert so much effort to obtain knowledge, and why do some questions or sources of information attract our attention, out of the practically infinite range we could potentially explore? Strangely, these questions remain as mysterious today as they were 70 years ago. But it is becoming increasingly apparent that we can no longer ignore them if we are to develop a true understanding of decision making and cognitive function. I will speak about our efforts develop empirical approaches for studying these questions from the point of view of attention control, in tasks that examine how humans and monkeys decide to which stimulus to attend based on curiosity (intrinsic motivation) or to obtain instrumental (extrinsic) goals. I will describe single neuron responses in monkeys and electroencephalography (EEG) correlates of sampling in humans that begin to reveal the intricate and distributed processes through which the brain implements active sampling policies based on cost-benefits estimates and links the decision to sample with the processing of the acquired information.