Features:

It is electromagnetic radiation tells us what happened far, far away, long, long ago.
Long ago because electromagnetic radiation has a finite speed---the vacuum light speed c = 2.99792458*10**8 m/s (exact by definition) ≅ 3*10**8 m/s = 3*10**5 km/s ≅ 1 ft/ns.
So whenever we look out, we look back in cosmic time. Looking to astronomical objects at distances of megaparsecs and gigaparsecs, were are looking to lookback times of, respectively, of millions of years and billions of years.
Thus, we can learn about the evolution of the observable universe. Astronomers have this great advantage over historians: we can see the past. Of course, the farther you look out and back, the harder it gets.
In fact, we see nearly back to the Big Bang at the time ago of the age of the observable universe = 13.797(23) Gyr (Planck 2018) (see Planck 2018: Age of the observable universe = 13.797(23) Gyr).
To explicate, the cosmic microwave background (CMB) is EMR that was emitted by the cosmos-spanning gas at about 377,700 years after the Big Bang (see Wikipedia: Λ-CDM model parameters; Wikipedia: Cosmic microwave background: Features; Wikipedia: Recombination).
The CMB is as far back as we can see with our present techniques.
The CMB is microwave radiation just as you have in your microwave oven.
It permeates outer space and is coming from all directions with a very close to uniform angular distribution.
The CMB is discussed at several points in the IALs and it is covered in detail in IAL 30: Cosmology: The Cosmic Microwave Background (CMB).
So electromagnetic radiation lays out the universe and its evolution since nearly the Big Bang for our observation.
It's amazing that we can know as much about the big bad universe without ever going there.
There is certainly more universe similar to what we see that is beyond the observable universe.
Beyond that there may be a bigger universe---the multiverse as we now call it---that is unlike what we see and whose properties we can only theorize about.