One possible explanation is that pretesting is another manifestation of desirable difficulty. You work a little harder by guessing first than by studying directly. A second possibility is that the wrong guesses eliminate the fluency illusion, the false impression that you knew the capital of Eritrea because you just saw or studied it. A third is that, in simply memorizing, you saw only the correct answer and weren’t thrown off by the other four alternatives—the way you would be on a test.
