The acheivements, puzzles and problems of modern cosmology are discussed. In particular, observations of CMB (WMAP) and Large Scale Structure (SDSSand 2dF catalogues, Ly--alpha forest) in context of Lambda CDM cosmological models, generation of the initial power spectrum and its observational determination, reionisation of the Universe, formation and properties of the first population of DM and luminous objects in comparison with modern numerical simulations.