Despite a variety of interventions to increase well-being, little is known about who is interested in and initiates exercises on their own. We explored individual differences that predict who is most likely to participate in a voluntary gratitude intervention. College students (n = 229) completed measures of curiosity, depressive symptoms, life satisfaction, and intentions to change their lifestyle. Afterwards, participants received a personalized invitation to take part in a web-based intervention to enhance their well-being (anonymous and strictly voluntary). Results suggested that 11.5% of participants started the gratitude intervention. Individuals endorsing strong intentions to change their lifestyle (+1 SD above mean) were 2.2 times more likely than their peers to start the gratitude intervention. People with greater trait curiosity endorsed greater intentions to start this intervention; people with greater depressive symptoms endorsed weaker intentions. Both curiosity and depressive symptoms indirectly influenced initiation of the gratitude intervention via intentions. These findings provide support for particular paths that lead to the initial behavioral effort towards healthy change. We discuss the implications for attempting to increase and sustain people’s well-being.