Nucleation is an activated process in which the system has to overcome a free energy barrier in order for a first-order phase transition between the metastable and the stable phases to take place. In the liquid-to-solid transition the process occurs between phases of different symmetry, and it is thus inherently a multi-dimensional process, in which all symmetries are broken at the transition. In this Focus Article, we consider some recent studies which highlight the multi-dimensional nature of the nucleation process. Even for a single-component system, the formation of solid crystals from the metastable melt involves fluctuations of two (or more) order parameters, often associated with the decoupling of positional and orientational symmetry breaking. In other words, we need at least two order parameters to describe the free-energy of a system including its liquid and crystalline states. This decoupling occurs naturally for asymmetric particles or directional interactions, focusing here on the case of water, but we will show that it also affects spherically symmetric interacting particles, such as the hard-sphere system. We will show how the treatment of nucleation as a multi-dimensional process has shed new light on the process of polymorph selection, on the effect of external fields on the nucleation process, and on glass-forming ability.