The gravitational force governs the evolution of structures in the Universe, from the smallest scales, those of moons and planets, to galaxies, clusters, and to the evolution of the Universe itself. Its importance to describe the Universe around us is no longer to be demonstrated: the successes of general relativity have been accumulating for more than a century now. However it was not until the first direct detection of gravitational waves in 2015 by LIGO/Virgo that gravity, in the form of gravitational waves, became a direct observational tool to scrutinize the Universe in its darkest and most inaccessible corners, such as the neighbourhood of black holes and the first moments of the Big Bang. The perspectives offered by these new types of observations are comparable to those brought by the cosmic microwave background at the turn of the millennium, thus marking the beginning of precision cosmology. This PhD work is part of the exciting research topic of gravitational wave studies within the LIGO/Virgo/KAGRA collaboration -- the network of ground-based gravitational wave detectors currently in place -- and the LISA collaboration, the constellation of three satellites, separated by 2.5 millions of kilometers, designed to detect low frequency gravitational waves in space. The main subject of this thesis is the study of primordial cosmology -- i.e. the first instants of the Universe -- mainly through the prism of gravitational wave detectors. This manuscript has three independent parts. The first part of this thesis deals with cosmic strings, one-dimensional topological defects that could be formed during phase transitions in the primordial Universe. If formed, these relics of the early universe would be markers of the upheavals of our early universe. We study the evolution of the cosmic string network, in particular the density of loops and their gravitational wave emission, we make predictions for the future LISA mission, and finally constrain cosmic strings using the results of LIGO/Virgo/KAGRA. In a second part, we study the formation of primordial black holes at the end of inflation, a period of accelerated expansion in the early Universe. During this so-called preheating phase, which precedes the formation of standard model particles, the inflaton oscillates around the minimum of its potential possibly generating a metric instability at the origin of the formation of a large number of primordial black holes. This part of the thesis is therefore devoted to the study of this instability and to quantifying the production of primordial black holes using the excursion-set formalism. The third part is dedicated to first order phase transitions, in particular during the electroweak transition in extensions of the standard model. During the transition, a large amount of energy is transmitted to the ambient medium in the form of kinetic energy which can lead to turbulence. We therefore propose a model for this freely decaying turbulence and the resulting gravitational wave spectrum.