This essay seeks to clarify for myself some of the difficulties (some philosophical, others not purely philosophical) I encounter in trying to follow a Wittgensteinian approach to philosophy of religion. To Rush Rhees, Wittgenstein said, in referring to doing philosophy: “Go the bloody hard way.”1 For Wittgenstein, among other things, this means that in philosophy one must not ignore the questions that are the most difficult, since that is where the real issues lie. And it is in elucidating the issues or seeing that such issues might not be able to be answered by philosophy where genuine philosophical activity takes place. That we deal with such questions honestly, carefully, and with a passion for detail is what Wittgenstein hopes for in philosophy. And, as Rhees points out, this means that as one recognizes “the kind of difficulty raised in philosophy, [one] will see why there cannot be a simplified way of meeting it.”2 For Wittgenstein genuine philosophy does not seek to smooth over the difficulties and roughness of life, or to find an easy way out of the real work philosophy requires.