These lecture notes cover mainly three connected topics. In the first part we give a detailed treatment of cosmological perturbation theory. The second part is devoted to cosmological inflation and the generation of primordial fluctuations. In part three it will be shown how these initial perturbation evolve and produce the temperature anisotropies of the cosmic microwave background radiation. Comparing the theoretical prediction for the angular power spectrum with the increasingly accurate observations provides important cosmological information (cosmological parameters, initial conditions).