Model-building issues raised by the prospect of light sterile neutrinos are discussed in a pedagogical way. I first review the na\"��ve proposal that sterile neutrinos be identified with ``right handed neutrinos''. A critical discussion of the simple expedient of adding three gauge singlet fermions to the usual minimal standard model matter content is followed by an examination of right handed neutrinos in extended theories. I introduce the terminology of ``fully sterile'' and ``weakly sterile'' to classify varieties usually conflated under the sterile neutrino banner. After introducing the concepts of ``technical naturalness'' and plain ``naturalness'', the unbearable lightness of being a sterile neutrino is confronted. This problem is used to motivate mirror neutrinos, whose connection with pairwise maximal mixing is emphasised. Some brief remarks about phenomenology are made throughout. The impossibility of identifying the sole sterile neutrino of the currently favoured $2 + 2$ and $3 + 1$ phenomenological constructs as a lone gauge singlet fermion added to the minimal standard model is explained. Finally, I remark on the beauty and subtlety of light sterile neutrino cosmology.

14 pages, latex. Invited lecture at the "International School of Nuclear Physics, 23rd Course: Neutrinos in Astro, Particle and Nuclear Physics", Erice, Italy, 18-26 Sept 2001. To appear in Progress in Particle and Nuclear Physics