The exploration of the first billion years of the history of the Universe represents one of the great challenges of contemporary astrophysics. During this time, the first structures start to form the first stars, galaxies, and possibly also soon the first quasars. At the same time, light comes to the dark, neutral Universe. This book contains the worked out lectures given at the 36th Saas-Fee Advanced Course "First Light in the Universe" by three eminent scientists in the field.