The nature of the lowest-energy electronic excitations in prototypical molecular solids is studied here in detail by combining electron energy loss spectroscopy (EELS) experiments and state-of-the-art many-body calculations based on the Bethe-Salpeter equation. From a detailed comparison of the spectra in picene, coronene and tetracene we generally find a good agreement between theory and experiment, with an upshift of the main features of the calculated spectrum of 0.1-0.2 eV, which can be considered the error bar of the calculation. We focus on the anisotropy of the spectra, which illustrates the complexity of this class of materials, showing a high sensitivity with respect to the three-dimensional packing of the molecular units in the crystal. The differences between the measured and the calculated spectra are explained in terms of the small differences between the crystal structures of the measured samples and the structural model used in the calculations. Finally, we discuss the role played by the different electron-hole interactions in the spectra. We thus demonstrate that the combination of highly accurate experimental EELS and theoretical analysis is a powerful tool to elucidate and understand the electronic properties of molecular solids.