In the vast amount of results linking gravity with thermodynamics, statistics, information, a path is described which tries to explore this connection from the point of view of (non)locality of the gravitational field. First the emphasis is put on that well-known thermodynamic results related to null hypersurfaces (i.e. to lightsheets and to generalized covariant entropy bound) can be interpreted as implying an irreducible intrinsic nonlocality of gravity. This nonlocality even if possibly concealed at ordinary scales(depending on which matter is source of the gravitational field, and which matter we use to probe the latter) unavoidably shows up at the smallest scales, read the Planck length $l_p$, whichever are the circumstances we are considering. Some consequences are then explored of this nonlocality when embodied in the fabric itself of spacetime by endowing the latter with a minimum length $L$, in particular the well-known and intriguing fact that this brings to get the field equations, and all of gravity with it, as a statistical-mechanical result. This is done here probing the neighborhood of a would-be (in ordinary spacetime) generic event through lightsheets (instead of spacelike or timelike geodesic congruences as in other accounts) from it. The tools for these derivations are nonlocal quantities, and among them the minimum-length Ricci scalar stands out both for providing micro degrees of freedom for gravity in the statistical account and for the fact that intriguingly the ordinary, or `classical', Ricci scalar can not be recovered from it in the $L\to 0$ limit. Emphasis is put on that classical gravity is generically obtained this way for $\hbar\ne 0$, but not in the $\hbar\to 0$ limit (the statistically derived field equations become singular in this limit), adding to previous results in this sense. (truncated Abstract; see the paper for full Abstract)