Over the past 36 years much research has been carried out on Bessel beams (BBs) owing to their peculiar properties, viz non-diffraction behavior, self-healing nature, possession of well-defined orbital angular momentum with helical wave-front, and realization of smallest central lobe. Here, we provide a detailed review on BBs from their inception to recent developments. We outline the fundamental concepts involved in the origin of the BB. The theoretical foundation of these beams was described and then their experimental realization through different techniques was explored. We provide an elaborate discussion on the different kinds of structured modes produced by the BB. The advantages and challenges that come with the generation and applications of the BB are discussed with examples. This review provides reference material for readers who wish to work with non-diffracting modes and promotes the application of such modes in interdisciplinary research areas.