Novel consumer neurotechnologies allow users to track their cognitive states and processes, such as attention and mental workload (MWL). However, data on these inherently complex, abstract, and invisible cognitive processes can be challenging to interpret, and little is known about how users make sense of their data. In this work, we explore how people understand and reflect on MWL through six semi-structured interviews and a follow-up experience sampling study. We examine how people conceptualize MWL, distinguish it from related concepts such as stress, what they consider high and low workload in their daily lives, and how they connect workload to emotional states. We discuss these user perceptions and identify barriers to MWL self-tracking, such as lack of trust in the data and ambiguity of the MWL concept, and propose five design guidelines to make cognitive tracking tools more intelligible and meaningful for users.