Complications from malaria parasite infections still cost the lives of close to half a million people every year. The most severe is cerebral malaria (CM). Employing murine models of CM, autopsy results, experiments, neuroimaging and microscopic techniques, decades of research activity have investigated the development of CM immunopathology in the hope of identifying steps that could be therapeutically targeted. Yet important questions remain. This review summarizes recent findings, primarily mechanistic insights on the essential cellular and molecular players involved gained within the murine experimental cerebral malaria model. It also highlights recent developments in (a) cell-cell communication events mediated through extracellular vesicles (EVs), (b) mounting evidence for innate immune memory, leading to "trained" increased or tolerised responses, and (c) modulation of immune cell function through metabolism, that could shed light on why some patients develop this life-threatening condition whilst many do not.