A crucial ingredient for computing predictions for LHC observables are Parton Distribution Functions (PDF) which describe the parton content of the protons. In addition, with the latest developments on fixed order calculations, PDFs are becoming the dominant source of uncertainties for these calculations. In this context, PDF uncertainties are gaining importance and are increasingly under scrutiny. In this talk I will review the methodological aspects of the latest PDF determination by the NNPDF collaboration: NNPDF4.0. I will focus on some of the tests that are performed to ensure the reliability of both the result and the quoted uncertainties and the future steps that are needed to improve our knowledge of the internal structure of the protons.