We show that heavy pure states of gravity can appear to be mixed states to almost all probes. For AdS5 Schwarzschild black holes, our arguments are made using the field theory dual to string theory in such spacetimes. Our results follow from applying information theoretic notions to field theory operators capable of describing very heavy states in gravity. For half-BPS states of the theory which are incipient black holes, our account is exact: typical microstates are described in gravity by a spacetime ``foam'', the precise details of which are almost invisible to almost all probes. We show that universal low-energy effective description of a foam of given global charges is via certain singular spacetime geometries. When one of the specified charges is the number of D-branes, the effective singular geometry is the half-BPS ``superstar''. We propose this as the general mechanism by which the effective thermodynamic character of gravity emerges.