The numerous idealizations that are involved in the exact microscopic statistical description of complex (dusty) plasmas are discussed in detail. The two prevailing approaches in the Klimontovich description of dusty plasmas are reviewed in a pedagogical manner. The continuous phase space approximation is introduced, within which the more rigorous treatment should collapse to the more heuristic treatment. The plasma Klimontovich equations are shown to be identical, but there are marked differences in the dust Klimontovich equations whose origin is analysed in depth.