The standard cosmological model has been very successful in describing the evolution of the Universe from the first seconds until today. However, some challenges still remain concerning the nature of some of its components as well as observationally probing some of the periods of its expansion. In this thesis we discuss what are probably the three least known components of the Universe: neutrinos, dark matter, and dark energy. In particular, concerning the neutrino sector, we place limits on the relic neutrino asymmetries using some of the latest cosmological data, taking into account the effect of flavor oscillations. We find that the present bounds are still dominated by the limits coming from big bang nucleosynthesis, while the limits on the total neutrino mass from cosmological data are essentially independent of theta13. Moreover, we perform a forecast for Cosmic Origins Explorer, taken as an example of a future cosmic microwave background experiment, and find that it could improve the limits on the total lepton asymmetry. We also consider models of dark energy in which neutrinos interact with the scalar field supposed to be responsible for the acceleration of the Universe, usually implying a variation of the neutrino masses on cosmological time scales. We propose a parameterization for the neutrino mass variation that captures the essentials of those scenarios and allows one to constrain them in a model independent way, that is, without resorting to any particular scalar field model. Using different datasets we show that the ratio of the mass variation of the neutrino mass over the current mass is smaller than approximately 10−2 at 95% C.L., totally consistent with no mass variation. Finally, we discuss how observations of the 21-cm line of the atomic hydrogen at the early universe have the potential to probe the unexplored period between the so-called dark ages and the reionization epoch of the Universe, and how it can be used to place limits on particle physics properties, in particular constraints on the mass and self-annihilation cross-section of the dark matter particles.