As holobiont, a plant is intrinsically connected to its microbiomes. However, some characteristics of these microbiomes, such as their taxonomic composition, biological and evolutionary role, and especially the drivers that shape them, are not entirely elucidated. Reports on the microbiota of Arabidopsis thaliana first appeared more than ten years ago. However, there is still a lack of a comprehensive understanding of the vast amount of information that has been generated using this holobiont. The main goal of this review was to perform an in-depth, exhaustive, and systematic analysis of the literature regarding the Arabidopsis–microbiome interaction. A core microbiota was identified as composed of a few bacterial and non-bacterial taxa. The soil (and, to a lesser degree, air) were detected as primary microorganism sources. From the plant perspective, the species, ecotype, circadian cycle, developmental stage, environmental responses, and the exudation of metabolites were crucial factors shaping the plant–microbe interaction. From the microbial perspective, the microbe-microbe interactions, the type of microorganisms belonging to the microbiota (i.e., beneficial or detrimental), and the microbial metabolic responses were also key drivers. The underlying mechanisms are just beginning to be unveiled, but relevant future research needs were identified. Thus, this review provides valuable information and novel analyses that will shed light to deepen our understanding of this plant holobiont and its interaction with the environment.