Describing the properties of the sample paths of stochastic processes (Xt)t≥0 is one of the leading threads of modern stochastic analysis. A naturally connected question consists in describing the geometric properties of the graph of {(t, Xt) : t ≥ 0}, in terms of box, packing and Hausdorff dimensions. Another description of random trajectories was proposed in terms of sojourn times. The objective is to describe the (asymptotic) proportion of time spent by a stochastic process in a given region. Sojourn times have been studied by many authors and play a key role in understanding various features of the paths of stochastic processes, especially those of Fractional Brownian motion. After introducing some notions related to Fractional Brownian motion and sojourn sets associated to it, I will introduce the microscopic Hausdorff dimension and two different densities. Computing the macroscopic Hausdorff dimension, logarithmic and macroscopic densities of the sojourn sets will give us some geometric properties of the path of Fractional Brownian motion. I will also give a uniform macroscopic dimension result for the Fractional Brownian level sets. KEYWORDS: Sojourn time; logarithmic density; pixel density; macroscopic Hausdorff dimension; fractional Brownian motion.