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In this paper, I investigate the benefits and potential risks associated with utilizing participant observation to gain a deeper understanding of sexual identity. Specifically, my focus is on examining how young, heterosexual, middle-class, cisgender individuals in South Africa perceive and understand their heterosexual identities, exploring how privilege and heteronormativity shape their experiences. In my ethnographic study, I employed various qualitative data collection methods, including participant observation, to analyze how normative practices were negotiated and sustained in contemporary South Africa. As a feminist researcher, I reflect on the epistemological and methodological choices I made in the study, with reflexivity and positionality playing crucial roles in data collection and analysis. Drawing on experiences in three distinct social spaces in Johannesburg—high-end nightclubs, Tupperware-style sex-toy parties, and traditional braais [barbecues]—I examine the advantages and challenges of participant observation. This paper contributes to the broader discussion on the method's use, highlighting its potential to offer a nuanced understanding of a normalized phenomenon while acknowledging associated risks.