Recently, hollow thermoplastic microspheres, such as Expancel made by Nouryon, have emerged as an innovative filler material for use in polymer-matrix composites. The resulting all-polymer syntactic foam takes on excellent damage tolerance properties, strong recoverability under large strains, and favourable energy dissipation characteristics. Despite finding increasing usage in various industries and applications, including in coatings, films, sealants, packaging, composites for microfluidics, medical ultrasonics and cementious composites, there is a near-complete absence of statistical geometrical information for Expancel microspheres. Further, their mechanical properties have not yet been reported. In this work we characterise the geometrical quantities of two classes of Expancel thermoplastic microspheres using X-ray computed tomography, focused ion beam and electron microscopy. We also observe the spatial distribution of microspheres within a polyurethane-matrix syntactic foam. We show that the volume-weighted polydisperse shell diameter in both classes of microsphere follows a normal distribution. Interestingly, polydispersity of the shell wall thickness is not observed and in particular the shell thickness is not correlated to the shell diameter. We employ the measured geometrical information in analytical micromechanical techniques in the small strain regime to determine, for the first time, estimates of the Youngs modulus and Poissons ratio of the microsphere shell material. Our results contribute to potential future improvements in the design and fabrication of syntactic foams that employ thermoplastic microspheres. Given the breadth of fields which utilise thermoplastic microspheres, we anticipate that our results, together with the methods used, will be of use in a much broader context in future materials research.