At schools and universities we usually treat Shakespeare’s plays as objects to be studied, analyzed, and interpreted. Approaching them this way, I think we often lose touch with what is special about them and why we are studying them in the first place. I want to get back in touch with what is special about them and understand what accounts for it. I propose to do this, first, by remembering how men and women responded to and discussed them before they achieved the status of monumental objects in our modern educational institutions. Remembering this discussion, and its roots in ancient Graeco-Roman writings about the purposes of literature and drama, we can see that over the last four hundred years, one of the main reasons people have said the plays are special is that they cause us to have experiences of a certain kind. What kind of experiences?