Despite its critical importance for determining stellar properties and evolution, the origin and physical nature of microturbulence remains poorly understood. Most of the existing works are focussed on specific spectral types and luminosity classes. However, a comprehensive, unified view has yet to emerge. Our main goal is to investigate the behaviour of photospheric micro-turbulence across the Hertzsprung-Russell diagram (HRD) and to bridge theory with observations. We assembled a homogeneous database of precise and consistent determinations of effective temperature, surface gravity, projected rotational rate (vsini), and macro- and micro-turbulent velocities (vmac & vmic) for over 1800 Galactic stars spanning spectral types O to K and luminosity classes I to V. By carefully minimising biases due to target selection, data quality, and disparate analysis techniques, we performed statistical tests and comparative analyses to probe potential dependencies between these parameters and vmic. Our findings indicate that photospheric micro-turbulence is a genuine physical phenomenon, rather than a modelling artefact. A direct comparison between observed vmic velocities and corresponding theoretical predictions for the turbulent pressure fraction strongly suggests that this phenomenon most likely arises from photospheric motions driven (directly or indirectly) by envelope convection zones, with an additional pulsational component likely operating in main sequence B stars. We show that neglecting micro-turbulence in Fourier transform analyses can partly (but not solely) explain the dearth of slow rotators and the scarcity of stars with extremely low vmac. We argue that including micro-turbulent pressure in atmospheric modelling can significantly mitigate (and even resolve) the mass discrepancy for less massive O stars. We provide new observational insights into the nature and origin of micro-turbulence across the HRD. Our database offers a valuable resource for testing and refining theoretical scenarios, particularly those addressing a range of puzzling phenomena in hot, massive stars.