A number of manganese dioxides have been synthesized and investigated by X-ray diffraction, electron microscopy and thermogravimetry under flowing oxygen. The TG curves show, (a) water loss, (b) release of OH-water, and (c) oxygen release. The water loss is negligible for fully crystalline beta-MnO2 and the significant main step is due to the transformation to alpha-Mn2O3. However, gamma- and epsilon-MnO2 exhibit a remarkable mass loss long before the main step occurs. Phyllomanganates also show high water loss and the nucleation of new phases. Comparison of the various water loss curves reveals that three types of water are present. (i) Adsorbed (loosely bound) molecular water which desorbs from 25 to 105-degrees-C. (ii) Interlayer water which in phyllomanganates is still molecular but more tightly bound. It is released at temperatures overlapping with those of adsorption water release but extending up to 150-250-degrees-C. (iii) The condensation of OH-groups in gamma- and epsilon-MnO2 leads to the release of much more tightly bound water (which we call OH-water) from 105 to 500-degrees-C and even higher. The release of OH-water is accompanied by the nucleation of beta-MnO2. Battery active material has some adsorbed molecular water but the significant feature is the presence of OH groups and an equivalent amount of Mn3+ ions in the lattice. Vacancies are a characteristic feature. Thermogravimetry in combination with X-ray diffraction and electron microscopy is shown to be a valuable means of characterising MnO2.