A temporal (directed) graph is a graph whose edges are available only at specific times during its lifetime, $τ$. Paths are sequences of adjacent edges whose appearing times are either strictly increasing or non-strictly increasingly (i.e., non-decreasing) depending on the scenario. Then, the classical concept of connected components and also of unilateral connected components in static graphs and digraphs naturally extends to the temporal setting. In this paper, we answer to the following fundamental questions in temporal graphs. (i) What is the complexity of deciding the existence of a component of size $k$, parameterized by $τ$, by $k$, and by $k+τ$? We show that this question has a different answer depending on the considered definition of component and whether the temporal graph is directed or undirected. (ii) What is the minimum running time required to check whether a subset of vertices are pairwise reachable? A quadratic algorithm is known but, contrary to the static case, we show that a better running time is unlikely unless SETH fails. (iii) Is it possible to verify whether a subset of vertices is a component in polynomial time? We show that depending on the definition of temporal component this test is NP-complete.