Gamma-ray Bursts are the most powerful explosions in the Universe. They were discovered more than 40 years ago, yet still they remain very mysterious. In this talk, I will review the observational and theoretical advances done in this field prior to, and after, the launch of the Fermi Satellite in 2008. Since its launch, the Fermi Satellite has raised new puzzling issues concerning Gamma-ray Bursts. I will provide a theoretical explanation for some of these puzzles. I will also present some possible mechanisms for still the biggest mystery; the origin of the lower energy gamma-rays in a burst