  I review some of the concepts at the crossroads of gravitational
thermodynamics, holography and quantum mechanics. First, the origin of
gravitational thermodynamics due to coarse graining of quantum information is
exemplified using the half-BPS sector of ${\cal N}=4$ SYM and its LLM
description in type IIB supergravity. The notion of black holes as effective
geometries, its relation to the fuzzball programme and some of the puzzles
raising for large black holes are discussed. Second, I review recent progress
for extremal black holes, both microscopically, discussing a constituent model
for stationary extremal non-bps black holes, and semiclassically, discussing
the extremal black hole/CFT conjecture. The latter is examined from the
AdS${}_3$/CFT${}_2$ perspective. Third, I review the importance of the
holographic principle to encode non-local gravity features allowing us to
relate the gravitational physics of local observers with thermodynamics and the
role causality plays in these arguments by identifying horizons (screens) as
diathermic walls. I speculate with the emergence of an approximate CFT in the
deep IR close to any horizon and its relation with an effective dynamical
description of the degrees of freedom living on these holographic screens.
