Cosmology, as a science, limits itself to the study of the universe as a whole; its contents, structure, and evolution. Cosmological beliefs are based on the conclusions drawn from astronomical observations and mathematical models, but they still substantially influence the media and raise public interest. The study of cosmology has changed from a speculative enterprise into a data-driven science that is part of a modern standard physical theory and supported by a wealth of observations. Nevertheless some theoretical proposals are being made for the very early stages of the universe that have no observational support; and sometimes it may be impossible to ever obtain such. Thus in some respects it remains a principle driven enterprise, with observation subordinate to theory. Which means that the foundations of this science are inherently confined to some degree of speculation. We hope that our effort will escape the possible accusations in agnosticism and we will distant ourselves from the famous saying of Socrates "I know that I know nothing" by trying to estimate the true limits of our knowledge while appreciating tremendous progress of science that took place since the days of this great Greek thinker. The first difficulty that the philosophy of cosmology encounters is the uniqueness of the universe. The most fundamental issue is that there is only one universe. This essential uniqueness of its object of study sets cosmology apart from all other sciences. In particular, the unique initial conditions that led to the current state of the universe that we have the honor to observe today were somehow "set" by the time that physical laws as we know them started governing the evolution of both the universe and its contents. We are not able to alter these unique initial conditions in any way. They are given to us absolute and unchangeable. Although, so far there is no hard proof that ‘other universes" may exist and we have to stick to the statement that the universe we live in is unique at least from our point of view and we need to deal with philosophical implications of such approach. Unfortunately, like having only one pea, we have only one universe to study, and, moreover, that we can only partially observe. Because we cannot compare our universe with any other universes we are considerably limited in our ability to derive certain laws that would apply to the whole group of objects that we aren’t even sure exist. In this book we are going to undertake a breathtaking journey into the very roots of the philosophy of cosmology in order to rigorously appraise this degree of possible speculation. This will allow us to make an attempt to define the ultimate limits of human knowledge in order to form a sober view of what, exactly, we can and cannot know.