The combination of a set of complementary techniques allows us to construct an unprecedented and comprehensive picture of the internal structure, temperature dependent swelling behavior, and the dependence of these properties on the cross-linker concentration of microgel particles based on N-vinylcaprolactam (VCL). The microgels were synthesized by precipitation polymerization using different amounts of cross-linking agent. Characterization was performed by small-angle neutron scattering (SANS) using two complementary neutron instruments to cover a uniquely broad Q-range with one probe. Additionally we used dynamic light scattering (DLS), atomic force microscopy (AFM), and differential scanning calorimetry (DSC). Previously obtained nuclear magnetic resonance spectroscopy (NMR) results on the same PVCL particles are utilized to round the picture off. Our study shows that both the particle radius and the cross-link density and therefore also the stiffness of the microgels rises with increasing cross-linker content. Hence, more cross-linker reduces the swelling capability distinctly. These findings are supported by SANS and AFM measurements. Independent DLS experiments also found the increase in particle size but suggest an unchanged cross-link density. The reason for the apparent contradiction is the indirect extraction of the parameters via a model in the evaluation of DLS measurements. The more direct approach in AFM by evaluating the cross section profiles of observed microgel particles gives evidence of significantly softer and more deformable particles at lower cross-linker concentrations and therefore verifies the change in cross-link density. DSC data indicate a minor but unexpected shift of the volume phase transition temperature (VPTT) to higher temperatures and exposes a more heterogeneous internal structure of the microgels with increasing cross-link density. Moreover, a change in the total energy transfer during the VPT gives evidence that the strength of hydrogen bonds is significantly affected by the cross-link density. A strong and reproducible deviation of the material density of the cross-linked microgel polymer chains toward a higher value compared to the respective linear chains has yet to be explained.