X-ray free electron lasers (XFELs) deliver intense, coherent, femtosecond X-ray laser pulses. They are opening new research fields of studying ultrafast electronic and structural dynamics in various forms of matter and interaction of intense and short X-ray pulses with matter. For such studies, atoms, molecules, and atomic clusters in the gas phase may provide us with ideal platforms as various levels of experimental methods and theory are within reach. Developing experimental setups of electron and ion spectroscopies for gas-phase experiments at SACLA, a low-repetition rate X-ray free electron laser facility in Japan, we have studied the interaction of intense, short X-ray pulses with atoms, molecules, and atomic clusters. Via these experimental investigations and modelling efforts, we gain insight into the interaction of these intense pulses with the single-particle targets and extracted the information about how they are modified during the X-ray pulse duration. We summarize these studies in the present review. The information reported here will be important for any XFEL applications as the scattering signal used to image any targets may be strongly influenced by the XFEL-induced dynamics that occur in the target within the pulse duration.