Hazard assessment and definition of the eruptive scenarios at active volcanoes are mostly based on the elaboration of a large set of information collected with different disciplines and multiple analytical approaches. We discuss here how the reconstruction of the main processes acting at a volcano during its life should be based on the direct knowledge of its activity and products, in the view that each volcano is characterized by its own “personality.” Comparison with analogue volcanoes can add further important information on the expected variability of the different processes, but this should never substitute specific data collection at the volcano of interest. Field volcanology and petrology studies are the base for collecting large datasets on past, recent, and on-going activities and products. Based on these data, intensive and extensive physical parameters that control the dynamics of the activity can then be derived through focused physical volcanology investigations. Experimental petrology on the products of well-characterized eruptions finally returns a set of additional physical and compositional parameters that heavily contribute to enlarge our knowledge of the activity and evolution of a given volcano.