After more than one hundred years of documented trials, immunotherapy has become a standard of care in the treatment of human cancer. Much of the knowledge that led to recent breakthroughs seems quite logical from today’s point of view. However, what we now cite as facts were originally considered paradoxes, meaning something contrary to expectations or perceived opinion at the time. In order to make gains in the field of immunotherapy, one had to be willing to confront ideas and concepts that seemed to contradict one another, and reconcile how each could be true. This is what led to new knowledge and advances. Here, we highlight some of these paradoxes and the milestone discoveries that followed, each one critical for our understanding of immune checkpoint pathways. By outlining some of the steps that we took and the challenges that we overcame, we hope to inspire and encourage future generations of researchers to confront the paradoxes that still permeate the field.