We offer a critical assessment of some generic features of various of the current approaches towards the construction of a Theory of Quantum Gravity. We will argue that there is a need for further conceptual clarifications before such an enterprise can be launched on a truly well grounded setting, and that one of the guiding principles that can be viewed as part of the reasons for successes of the past theoretical developments is the identification of Unspeakables: Concepts that should not only play no role in the formulation of the theories, but ones that the formalism of the theory itself should prevent from ever been spoken about.