This article provides a brief review of how various spectroscopies have been used to investitage many-body quantum phenomena in the context of ultracold Fermi gases. In particular, work done with RF spectroscopy, Bragg spectroscopy and lattice modulation spectroscopy is considered. The theoretical basis of these spectroscopies, namely linear response theory in the many-body quantum physics context is briefly presented. Experiments related to the BCS-BEC crossover, imbalanced Fermi gases, polarons, possible pseudogap and Fermi liquid behaviour and measuring the contact are discussed. Remaining open problems and goals in the field are sketched from the perspective how spectroscopies could contribute.