Having a “normal” professional job and doing research impose different social and personal connotations. These differences materialize at least in two clear ways. First, it is common that researchers in the making find it very difficult to communicate to their closest social network (e.g., family and old close friends) the content and the importance of their work, as they lose known sources of social comparison. Meanwhile, professional job titles (e.g., brand manager, auditor, lawyer) are self-explanatory, and they provide for the owner an immediate social contextualization and recognition. Second, students normally receive delayed and ambiguous feedback and reinforcement while doing a PhD, contrasting with the continuous flow of assessment that companies give to their employees. In this article, I analyze how young researchers may develop a feeling of social isolation as the communication bridges with family, old friends, and undergraduate colleagues become narrower than before, making it difficult to receive external reinforcement on their social position and comparative achievement. This feeling, combined with the ambiguous feedback during the early stages of a research career, challenges the self-esteem of PhD students, forcing them to develop a self-contained personal security in order to cope with those two social contexts. Some young researchers might even withdraw from PhD programs should they fail to develop such psychological strength. I approach the issue through my own experience, first as a junior consultant in a multinational firm and then as a PhD candidate in economics. Second, I explore the behavioral phenomena that occur beneath those feelings in order to understand how to build such psychological strength. My goal is, through the exploration of my personal experience of becoming a researcher, to offer young researchers a useful narrative to help face the potentially negative feelings that may emerge when learning to balance these conflicting social roles.