Combining our comprehensive investigations of polarization evolution, soft-mode by Raman scattering and microstructure by TEM, and the results reported in the literatures, we show that prototypical relaxor Pb(Mg1/3Nb2/3)O3 (PMN) is essentially ferroelectric for T<Tc~225 K. Its anomalous dielectric behavior over a broad temperature range results from the reorientation of domains in the crystal. A physic picture of the structure evolution in relaxor is also revealed. It is found that nanometric ferroelectric domains (gennerally called as polar nano-region (PNR)) interact cooperatively to form micrometric domain. Such multiscale inhomogeneities of domain structure in addition to the well-known inhomogeneities of chemical composition and local symmetry are considered to play a crucial role in producing the enigmatic phenomena in relaxor system.