In this case study chapter, we discuss how we developed our understanding of reflective practice during our first experience of applied exercise psychology as M.Sc. students. We worked on the HERizon physical activity (PA) intervention PhD project, offering one-to-one behaviour change support to participants through weekly videocalls. Using direct examples from our experiences we first outline how we used reflective practice before discussing what we learnt about reflection throughout the process. For example, we reflect on how engaging with reflective practice enabled us to uncover underlying beliefs that were impacting our work and consider how reflection helped us to navigate the boundaries of our role as neophyte exercise psychologists. We then evaluate our approach to reflection, focusing particularly on the novel group reflection sessions we engaged in, and offer our recommendations for others wishing to use a similar approach. Our understanding of reflection undoubtedly increased through this learning experience, and we conclude, therefore, by offering tips to other neophyte reflective practitioners (and to those tasked with supervising them) based upon what we wish we had known about reflection at the start of our experience.