This work provides a conceptual introduction to mediation, moderation, and conditional process analysis in psychological research. We discuss the concepts of direct effect, indirect effect, total effect, conditional effect, conditional direct effect, conditional indirect effect, and the index of moderated mediation index, while providing our perspective on certain analysis and interpretation confusions that sometimes arise in practice in this journal and elsewhere, such as reliance on the causal steps approach and the Sobel test in mediation analysis, misinterpreting the regression coefficients in a model that includes a product of variables, and subgroups mediation analysis rather than conditional process analysis when exploring whether an indirect effect depends on a moderator. We also illustrate how to conduct various analyses that are the focus of this paper with the freely-available PROCESS procedure available for SPSS, SAS, and R, using data from an experimental investigation on the effectiveness of personal or testimonial narrative messages in improving intergroup attitudes.