The early phase of doctoral education is a critical yet under-researched period in PhD programs, when doctoral researchers must solidify their thesis projects prior to embarking on data collection. What makes this time particularly challenging is that new doctoral researchers synthesize their research thinking while they are still learning the expectations and nature of PhD research. This study draws on Emirbayer and Mische’s (1998) chordal triad of agency to explore how PhD researchers’ goals and experiences (individual contexts) influence how they approach doctoral research and develop their thesis projects during the first year of the PhD. The results of this small-scale longitudinal multiple case study of five first-year UK PhD social science researchers suggest that there are at least three approaches PhD researchers may adopt in developing their research projects, influenced by personal histories and post-PhD goals—pragmatic/strategic, idealistic, and realistic. In turn, these approaches may change over time as PhD researchers acquire experience and encounter critical events. Implications include the need for attention to a diversity of PhD researchers’ needs and goals, which may necessitate additional support or training in tailored areas, and a call for questioning the capacity of PhD researchers to contribute to/stretch the structures surrounding thesis writing.