This tutorial review article is intended to provide a general guidance to a reader interested to learn about the methodologies to obtain accurate electron density mapping in molecules and crystalline solids, from theory or from experiment, and to carry out a sensible interpretation of the results, for chemical, biochemical or materials science applications. The review mainly focuses on X-ray diffraction techniques and refinement of experimental models, in particular multipolar models. Neutron diffraction, which was widely used in the past to fix accurate positions of atoms, is now used for more specific purposes. The review illustrates three principal analyses of the experimental or theoretical electron density, based on quantum chemical, semi-empirical or empirical interpretation schemes, such as the quantum theory of atoms in molecules, the semi-classical evaluation of interaction energies and the Hirshfeld analysis. In particular, it is shown that a simple topological analysis based on a partition of the electron density cannot alone reveal the whole nature of chemical bonding. More information based on the pair density is necessary. A connection between quantum mechanics and observable quantities is given in order to provide the physical grounds to explain the observations and to justify the interpretations.