The warm-up is considered beneficial for increasing body temperature, stimulating the neuromuscular system and overall preparing the athletes for the demands of training sessions and competitions. Even when warm-up–derived benefits are slight and transient, they may still benefit preparedness for subsequent efforts. However, sports training and competition performance are highly affected by contextual factors (e.g., how is the opponent acting?), and it is not always clear what should be the preferred warm-up modalities, structure and load for each athlete and context. Further, we propose that the warm-up can also be used as a pedagogical and training moment. The warm-up may serve several different (albeit complementary) goals (e.g., rising body temperature, neuromuscular activation, attentional focus) and be performed under a plethora of different structures, modalities, and loads. The current commentary highlights the warm-up period as an opportunity to teach or improve certain skills or physical capacities, and not only as a preparation for the subsequent efforts. Moreover, the (justified) call for individualized warm-ups would benefit from educating athletes about exploring different warm-up tasks and loads, providing a broad foundation for future individualization of the warm-up and for more active, engaged, and well-informed participation of the athletes in deciding their own warm-up practices.