Drawing from the debate on the challenges that networked communication poses to social research, the chapter offers a critical analysis of literature on online ethnography, and it presents a methodological approach, that we can name ‘virtual shadowing’, we have applied to the study of social media use among Italian adolescents. Rooted in the broader methodological framework of online ethnographies, virtual shadowing chooses the ‘networked self’ (Papacharissi 2010) and the ‘network sociability’ (Castells et al. 2007, Wellman and Haythornthwaite 2002) as a specific research field, and it integrates a multilevel digital ethnography and the productive involvement of respondents. Following people in their individual and yet situated (both physically and relationally) consumption practices and performances, do we believe it is possible to find a somehow consistent field of inquiry where all the different possible media diets and repertoires (Hasebrink and Popp 2006) come to reality, finding a specific meaning, and becoming observable. The methodology discussed was applied in different research projects carried out by OssCom (Research Centre on Media and Communication of the Università Cattolica of Milan), and within the PRIN 2009 titled ‘Online social relations and identity: Italian experience in Social Network Sites’.