Sexual selection is a powerful force shaping not only the details but also the breadth of what we see in nature. Yet so much unexplained variation remains. Organisms often solve the “problem” of how to pass on their genes in ways that do not fit our current expectations. I argue here that integrating empirical surprises will push our understanding of sexual selection forward. Such “nonmodel” organisms (i.e., species that do not do what we think they should do) challenge us to think deeply, integrate puzzling results, question our assumptions, and consider the new (and arguably better) questions these unexpected patterns pose. In this article, I share how puzzling observations from my long-term research on the ocellated wrasse (Symphodus ocellatus) have shaped my understanding of sexual selection and suggested new questions about the interplay among sexual selection, plasticity, and social interactions. My general premise, however, is not that others should study these questions. Instead, I argue for a change in the culture of our field—to consider unexpected results a welcome opportunity to generate new questions and learn new things about sexual selection. Those of us in positions of power (e.g., as editors, reviewers, and authors) need to lead the way.