A multi-messenger view of cosmic dawn: Conquering the final frontier

The epoch of Cosmic Dawn, when the first stars and galaxies were born, is widely considered as the final frontier of observational cosmology today. Mapping the period between Cosmic Dawn and the present-day provides access to more than 90% of the baryonic (normal) matter in the universe, and unlocks several thousand times more Fourier modes of information than available in today's cosmological surveys. We review the progress in modeling baryonic gas observations as tracers of the cosmological large-scale structure from Cosmic Dawn to the present day. We illustrate how the description of dark matter haloes can be extended to describe baryonic gas abundances and clustering. This innovative approach allows us to fully utilize our current knowledge of astrophysics to constrain cosmological parameters from future observations. Combined with the information content of multi-messenger probes, this will also elucidate the properties of the first supermassive black holes at Cosmic Dawn. We present a host of fascinating implications for constraining physics beyond the Lambda CDM model, including tests of the theories of inflation and the cosmological principle, the effects of nonstandard dark matter, and possible deviations from Einstein's general relativity on the largest scales.