The possibility of avoiding ice formation when water is confined in small enough volumes has opened up many new investigations into the properties of this still poorly understood liquid. Here we report the results of a neutron diffraction experiment on confined water, showing that its density and microscopic structure change with the distance from the substrate and upon supercooling. Common properties of the bulk liquid (that is “Uno” - one, because it is homogeneous by definition), such as density and molar volume, become ill-defined and inappropriate for a rigorous description of the multitude of situations (“Centomila” - one hundred thousand) found in the confined state: such average quantities are inadequate (“Nessuno” - no one) for describing the highly confined system. To stress these conclusions, we have titled this article after a novel by Nobel laureate L. Pirandello.