Impurity physics is a celebrated sub-discipline in condensed matter. Spectroscopy of impurity dynamics in atomic quantum Bose and Fermi gases has invigorated this line of research. Here, I will describe steps we've taken toward understanding how Rydberg quenches in such gases probe quantum correlations and quantum statistics, how oligomeric Rydberg molecules evolve to many-body dressed states and how Fermi statistics inhibits chemical reactivity. I will also touch upon cases when impurity excitations are not isotropic with implications for engineering chiral interactions.