Detection of a gravitational-wave signal of non-astrophysical origin would be a landmark discovery, potentially providing a significant clue to some of our most basic, big-picture scientific questions about the Universe. In this white paper, we survey the leading early-Universe mechanisms that may produce a detectable signal—including inflation, phase transitions, topological defects, as well as primordial black holes—and highlight the connections to fundamental physics. We review the complementarity with collider searches for new physics, and multimessenger probes of the large-scale structure of the Universe.