We give a pedagogical introduction to the methodology of the Quench Action, which is an effective representation for the calculation of time-dependent expectation values of physical operators following a generic out-of-equilibrium state preparation protocol (for example a quantum quench). The representation, originally introduced in Caux and Essler (2013 Phys. Rev. Lett. 110 257203), is founded on a mixture of exact data for overlaps together with variational reasonings. It is argued to be quite generally valid and thermodynamically exact for arbitrary times after the quench (from short times all the way up to the steady state), and applicable to a wide class of physically relevant observables. Here, we introduce the method and its language, give an overview of some recent results, suggest a roadmap and offer some perspectives on possible future research directions.