Kierkegaard’s thesis that lacking faith is necessarily a state of despair leads to the conclusion that Either/Or’s fictional character Judge William, who belongs to the “ethical” rather than the “religious” stage of life, is, despite the many virtues of his position, in a state of despair. What does his despair amount to, then? Relying on Kierkegaard’s analysis of despair in The Sickness unto Death, I claim that the failure in the Judge’s view of life is rooted in his misguided understanding of what it is to be a “self.” By taking himself to have ultimate control over the way he is (in a manner akin to what Sartre’s means by “radical freedom”), the Judge fails to acknowledge that he possesses what I term an individual essence, bestowed upon him by God in a state of potential. This chapter explains the conception of individual essence and demonstrates how it applies to the Judge’s despair.