Spectroscopies are experimental techniques that investigate the interaction between matter and a particle beam (photons, neutrons, electrons, or ions), by monitoring the sample response as a function of the energy of the incoming or outcoming beam(s). Addressing the complexity of heterogeneous catalysts, light-based spectroscopies have raised relevance in the understanding of structural and functional properties, exploiting the full range of the electromagnetic spectrum, from microwaves (that probes the nuclear or electron spins), to hard X-rays (that probe electronic transition from core to valence states). In general, in the study of a heterogeneous catalyst, there is never a single technique able to fully describe the system, disclosing the nature and the number of the active sites and how they evolve along the reaction, while a combination of different approaches is foreseen. Moreover, apart from the use of a variety of techniques, the possibility to perform an experiment in controlled atmosphere, at different temperature and using time and space resolved techniques, enlarge the possibilities to get insights on the catalysts. In this contribution, a short list of the most common “FAQs” related to spectroscopies applied to heterogeneous catalysts will be summarized with some examples taken from the literature. Most recent results on two case studies will follow.