Uring this thesis, the Physics of interacting systems has been investigated experimentally using Cold Rydberg gases. Rydberg atoms are highly excited atoms and have the property to interact together through long-range electrostatic interactions.The first highlight of this thesis is the direct experimental observation of a 4-body process. This process consists in the exchange of internal energy between 4 Rydbergs atoms due to their mutual interactions. In addition to its observation, it has been possible to describ this process theoretically at a quantum level.The laser excitation of strongly interacting Rydberg gases has been also investigated during this thesis. In this regime, the interactions between Rydberg atoms give rise to very interesting many-body behaviors. In addition to fundamental interest, such systems could be used to realyze quantum simulators or non-classical light sources.A second highlight of this thesis is the experimental observation of a highly sub-poissonian, i.e correlated, excitation statistics. This result confirms the many-body character of the investigated system.The third highlight of this thesis is the development of a theoretical model to describ the laser excitation of strongly interacting Rydberg gases. Using the so-called Dicke collective states it has been possible to point out new mechanismes related to the many-body character of strongly atomic interacting systems.