Current science education reforms highlight the importance of students making sense of scientific ideas. While research has studied how to support sensemaking in classrooms, we still know very little about what drives students to pursue and persist in it on their own. In this article, we use a set of parallel case studies of undergraduate students discussing introductory physics to show how certain student-generated, vexing questions both initiate and sustain students' sensemaking processes. We examine affective and linguistic markers in student discourse in paired-clinical interviews to demonstrate both of these functions of vexing questions and detail their role in the explanations students construct. We conclude by discussing the implications of this analysis both for supporting sensemaking in classrooms and for studying it in research.