Research on virtual reality (VR) has studied users' experience of immersion, presence, simulator sickness, and learning effects. However, the momentary experience of exiting VR and transitioning back to the real-world is not well understood. Do users become self-conscious of their actions upon exit? Are users nervous of their surroundings? Using explicitation interviews, we explore the moment of exit from VR across four applications. Analysis of the interviews reveals five components of experience: space, control, sociality, time, and sensory adaptation. Participants described spatial disorientation, for example, regardless of the complexity of the VR scene. Participants also described a window across which they exit VR, for example mentally first and then physically. We present six designs for easing or heightening the exit experience, as described by the participants. Based on these findings, we further discuss the 'moment of exit' as an opportunity for designing engaging and enhanced VR experiences.