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Animal researchers are increasingly interested in individual differences in behavior. Their interpretation as meaningful differences in behavioral strategies stable over time and across contexts, adaptive, heritable, and acted upon by natural selection has triggered new theoretical developments. However, the analytical approaches used to explore behavioral data still address population‐level phenomena, and statistical methods suitable to analyze individual behavior are rarely applied. I discuss fundamental investigative principles and analytical approaches to explore whether, in what ways, and under which conditions individual behavioral differences are actually meaningful. I elaborate the meta‐theoretical ideas underlying common theoretical concepts and integrate them into an overarching meta‐theoretical and methodological framework. This unravels commonalities and differences, and shows that …