What is the Hierarchy Problem?

Is there a Hierarchy Problem? If so, what, exactly, is the problem? Almost every theorist has a personal answer to these questions. In this article, I give my answers. I will explain that the Hierarchy Problem is not a formal problem but rather our ignorance of a crucial physics explanation -- the explanation of the nature of the Higgs boson. Without the solution to this problem, we cannot make progress on the major questions of our field.