Electronic structure of crystalline materials is their fundamental characteristic which is the basis of almost all their physical and chemical properties. Angle-resolved photoemission spectroscopy (ARPES) is the main experimental tool to study all electronic structure aspects with resolution in k-space. However, its application to three-dimensional (3D) materials suffers from a fundamental problem of ill-defined surface-perpendicular wavevector kz. Here, we achieve sharp definition of kz to enable precise navigation in 3D k space by pushing ARPES into the soft-X-ray photon energy range. Essential to break through the notorious problem of small photoexcitation cross-section was an advanced photon flux performance of our instrumentation. We explore the electronic structure of a transition metal dichalcogenide VSe2 which develops charge density waves (CDWs) possessing exotic 3D character. We experimentally identify nesting of its 3D Fermi surface (FS) as the precursor for these CDWs. Our study demonstrates an immense potential of soft-X-ray ARPES (SX-ARPES) to resolve various aspects of 3D electronic structure.