Viliam comments on Is my brain a utility minimizer? Or, the mechanics of labeling things as "work" vs. "fun" - Less Wrong Discussion
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I experience the same phenomenon in spite of not experiencing anxiety. (That's not 100% true, I did experience completely disassociated anxiety once.)
The most interesting case is that I spent about five months writing a new tabletop game after the beta of the current version of D&D made me annoyed. (It was when they started phasing feats out, eliminating yet another chunk of character customization.)
Five months and a novel's worth of writing in, I started planning ahead. As soon as I set goals for myself, I stopped enjoying working on it. I pushed through writing 250 spells over two months, and progress has been sporadic since then.
I don't think anxiety is the issue. I think it's something related to goal-oriented behaviors; the short view and long view fighting each other.
ETA: Thinking about it, I experience exactly the same thing WRT my daily work. If I receive an e-mail with something to do, I'll immediately hop on it, and wrap the task up. If I have a long-term project, I'll procrastinate. A task that enters my immediate list of things to do carries little or no internal resistance; the same task, attached to any kind of prior planning ahead on my part, requires substantial effort to undertake.
Hmm, you may be right.
A quick hypothesis is that when you don't plan, you see every achievement as an improvement over status quo. But when you have a plan, suddenly you compare every step with the goal, so the feedback for every step is "you are not there yet" -- not quite encouraging.
It's like instead of getting emotional rewards for every step we do, we take a huge emotional loan in the planning phase, and then we just have to pay it by work.
That explains why planning - even to ridiculous levels of detail, to the point where I've done most of the work - is enjoyable, yet following up on planning is tedious.