Following adolescents for extended periods of time is no easy task and requires significant planning, thought, and time. This paper is based on the learning from conducting a 5-year prospective cohort study where we followed 504 adolescents with knee pain from adolescence into early adulthood, to investigate the trajectory and long-term impact of adolescent knee pain. The aim of this paper is to provide the reader with insight about the key challenges we encountered and decisions we made during the study, to help guide early-career investigators who aspire to advance the field. The paper focus on the thoughts and decisions that should be made before setting up a prospective cohort study, the recruitment process itself, and then the retention and follow-up of an adolescent population. The paper is meant as an introduction to early-stage researchers. One of the main points of what we learnt and want to pass on is that there is no single optimal strategy (or recipe) that is applicable to all studies, but we have provided a series of ideas on how to analyze the target population, the setting, and site of recruitment to make you think about the key decision in advance and make a specific and concrete plan for how to tackle issues that may arise. This will increase your chances of establishing a successful cohort of adolescent and learn from the mistakes and decisions made during the APA 2011 cohort.