Theory of cosmic structure formation outlines how stars, galaxies, clusters of galaxies, and large-scale structures formed out of primordial density fluctuations. It presents us a picture of cosmic mass assembly, and places strong constraints on cosmological model. Both observations and theories suggest that structures formation follows a "bottom up" process, in which small, low-mass component form first, and gradually develop into larger, more massive systems. This dissertation focuses on three crucial stages of cosmic structure formation: first generation stars, quasar host galaxies and the large-scale galaxy overdensities. In Chapter 1, I present an overview of structure formation, acquainting readers with a general picture from first object in the Universe to large-scale structures at later epochs. In Chapter 2 and Chapter 3, I derive strong constraints to the star formation rates (SFRs) of very massive Population III (Pop III) stars in two high redshift galaxies at z = 7. By probing the He II emission lines for both galaxies, I conclude that the contributions of very massive Pop III stars to total the SFRs are less than 3%. In Chapter 4, I move to more massive systems, quasar host galaxies at z ~ 3. Using damped Lyman alpha absorption systems as natural coronagraphs, I report that rest-frame far-UV emission of quasar host galaxy correlates strongly with quasar luminosity. This result suggests a co-evolution of supermassive black holes and their host galaxies. In Chapter 5, I develop a novel method for searching the most massive protoclusters at z = 2-3, by utilizing intergalactic Lyman alpha absorption. My investigations suggest that large intergalactic Lyman alpha absorption systems effectively trace the most overdense regions at large scale of ~ 15 h⁻¹ Mpc. In Chapter 6, I present our imaging observations of an extreme galaxy overdensity (protocluster) BOSS1441+4000, which is discovered using the techniques developed in Chapter 5. Furthermore, I report an intergalactic-scale Lyman alpha nebula detected at the density peak of BOSS1441+4000. This discovery, together with previously discovered Slug nebula, provide us a first look of intergalactic medium in emission in the early Universe. In the Chapter 7, I give a summary of this dissertation and discuss several future prospects.