Modern cosmology has made remarkable progress in describing the history of the Universe from one second after the Big Bang until today. The events that have taken place during that period are now known with certainty. What is much less certain is what happened before. In this colloquium, I will explain that future cosmological observations have the sensitivity to detect new particles that were created just fractions of a second after the Big Bang. These relics would provide us with a new window into the early universe and allow us probe the fundamental laws of physics at very high energies.