In my licentiate thesis, I review the effects of stellar feedback on cosmic and galactic scales, and focus on parsec-scale observations of HII regions and diffuse ionised gas (DIG). At cosmic scales, the ionised interstellar medium (ISM) can be used to trace the evolution of main sequence galaxies, constrain their dark matter content and infer information about the escape of ionising photons. At galactic scales, we observe that the ISM is present in various phases. I will give an overview of these different components and of emission line diagnostics, focusing in particular on diagnostic diagrams used to study the source of ionisation. Finally, the thesis focuses on the study of feedback from massive stars on parsec scales, reviewing the link between clustered star formation and feedback and the observed properties of HII regions in nearby galaxies. I will conclude by presenting the results of my first PhD project, in which I have been studying the ISM in the local spiral galaxy NGC 7793 at a ~10 parsec resolution with the MUSE instrument at the Very Large Telescope observatory, in order to infer the properties and origin of the DIG and place constraints on the leakage of ionising photons from the HII regions.