Cellulose, an abundant biopolymer in nature as a structural component of plant cell walls, has a native semi-crystalline structure in which the arrangement of amorphous-crystalline domains governs its key properties such as mechanical and physico-chemical properties. The performance of the material in different situations is shaped by molecular mobility, which affects attributes such as mechanical properties, chemical reactivity, and water absorption. Nevertheless, it is difficult to investigate experimentally the structural and dynamic properties of cellulose-rich materials. This is especially the case for the glass transition, which impacts its quality and properties. This experimental challenge is notably evidenced by the considerable variability in data across the literature. The purpose of this study is to offer a comprehensive multi-scale exploration of dynamics within cellulose-rich materials, emphasizing literature data on cellulose glass transition and molecular relaxations, and providing insights into methods for characterizing their physical state and underscoring the impact of water-cellulose interactions on molecular mobility in these systems. The promising results obtained using multiple approaches bring out the importance of combining methods to achieve a more accurate and detailed understanding of the complex thermal transition in cellulose materials, particularly when considering the influence of water on their thermal dynamics and properties.