In this article, we reflect on our experiences with teaching ethnographic skills and sensibilities to MSc students at a Dutch university. Using methods such as (self)observation, journaling and reflection, we highlight dilemmas (conceptual, practical, ethical) faced by students when doing ethnographic fieldwork and dilemmas that emerged in classroom discussions, including: the tension between participation and observation, member checking, and what constitutes meaningful intervention. We invoke the notion of agony to express a sense of struggle in dealing with these dilemmas and we introduce the sensitising concepts of "agonistic sensemaking" and "agonistic spacemaking" as ways to jointly explore divergent responses to the issues at hand, while rethinking our views on good ethnographic research and pedagogy. Our reflections serve to explore the potential of agonistic learning in higher education by generating productive debate from the tensions of difference, promote a reflexive approach to ethnography and social science research, and inform curriculum development.