Objective: The interpretation of neurophysiological measurements has a decadeslong history, culminating in current real-time brain-computer interfacing (BCI) applications for both patient and healthy populations. Over the course of this history, one focus has been on the investigation of cortical responses to specific stimuli. Such responses can be informative with respect to the human user's mental state at the time of presentation. An ability to decode neurophysiological responses to stimuli in real time becomes particularly powerful when combined with a simultaneous ability to autonomously produce such stimuli. This allows a computer to gather stimulus-response samples and iteratively produce new stimuli based on the information gathered from previous samples, thus acquiring more, and more specific, information. This information can even be obtained without the explicit, voluntary involvement of the user.Approach: We define cognitive and affective probing, referring to an application of active learning where repeated sampling is done by eliciting implicit brain responses. In this tutorial, we provide a definition of this method that unifies different past and current implementations based on common aspects. We then discuss a number of aspects that differentiate various possible implementations of cognitive probing.Main results: We argue that a key element is the user model, which serves as both information storage and basis for subsequent probes. Cognitive probing can be used to continuously and autonomously update this model, refining the probes, and obtaining increasingly detailed or accurate information from the resulting brain activity. In contrast to a number of potential advantages of the method, cognitive probing may also pose a threat to informed consent, our privacy of thought, and our ability to assign responsibility to actions mediated by the system.Significance: This tutorial provides guidelines to both implement, and critically discuss potential ethical implications of, novel cognitive probing applications and research endeavours.