The article emphasizes the non-classical features of contemporary socio-humanitarian world picture, and in particular the growing significance and important place of the uniqueness, distinctions, variety and plurality of the socio-cultural reality, the constructive role of subjectivity. All this allows to see the complex reality of the modern socio-cultural world, but also it fosters a number of challenges. The most important of them is the following: anti-essentialism and radical empiricism in contemporary social sciences and humanities. The rejection of specific phenomena’s roots, the systematic view and broad theoretical generalizations is perceived as something contradicting the very nature of scientific cognition. The article states the need to integrate the empirical analysis of different ‘Studies’ with theoretical sociology and cuturology.