We demonstrate the potential of X-ray free-electron lasers (XFEL) to advancethe understanding of complex plasma dynamics by allowing for the first time nanometer and femtosecond resolution at the same time in plasma diagnostics. Plasma phenomena on such short timescales are of high relevance for many fields of physics, in particular in the ultra-intense ultra-short laser interaction with matter. Highly relevant yet only partially understood phenomena may become directly accessible in experiment. These include relativistic laser absorption at solid targets, creation of energetic electrons and electron transport in warm dense matter, including the seeding and development of surface and beam instabilities, ambipolar expansion, shock formation, and dynamics at the surfaces or at buried layers. We demonstrate the potentials of XFEL plasma probing for high power laser matter interactions using exemplary the small angle X-ray scattering technique, focusing on general considerations for XFEL probing.