I will start by explaining why the interpretational problem of quantum mechanics is much worse than the so-called measurement problem. However, the problem is not really with quantum mechanics itself but rather how the classical world arises from it. Then I will describe a way to think about the quantum to classical transition that is inspired by Wilson's approach to quantum field theory, i.e. effective theories, cut offs, coarse graining, etc. The usual rules of the Copenhagen Interpretation emerge from the view point I establish, but the approach has important things to say about the foundations of statistical mechanics as well.