The first stages of the crystallization of polycaprolactone (PCL) were studied using several techniques. The crystallization exotherms measured by differential scanning calorimetry (DSC) were analyzed and compared with results obtained by polarized optical microscopy (POM), rheology, and atomic force microscope (AFM). The experimental results suggest a strong influence of the observation scale. In particular, the AFM, even if limited on time scale, appears to be the most sensitive technique to detect the first stages of crystallization. On the contrary, at least in the case analysed in this work, rheology appears to be the least sensitive technique. DSC and POM provide closer results. This suggests that the definition of induction time in the polymer crystallization is a vague concept that, in any case, requires the definition of the technique used for its characterization.