Despite the success of general relativity in explaining classical gravitational phenomena, several problems at the interface between gravitation and high energy physics remain open to date. The purpose of this thesis is to explore classical and quantum gravity in order to improve our understanding of different aspects of gravity, such as dark matter, gravitational waves and ination. We focus on the class of higher derivative gravity theories as they naturally arise after the quantization of general relativity in the framework of effective field theory. The inclusion of higher order curvature invariants to the action always come in the form of new degrees of freedom. From this perspective, we introduce a new formalism to classify gravitational theories based on their degrees of freedom and, in light of this classification, we argue that dark matter is no different from modified gravity. Additional degrees of freedom appearing in the quantum gravitational action also affect the behaviour of gravitational waves. We show that gravitational waves are damped due to quantum degrees of freedom and we investigate the backreaction of these modes. The implications for gravitational wave events, such as the ones recently observed by the Advanced LIGO collaboration, are also discussed. The early universe can also be studied in this framework. We show how ination can be accommodated in this formalism via the generation of the Ricci scalar squared, which is triggered by quantum effects due to the non-minimal coupling of the Higgs boson to gravity, avoiding instability issues associated with Higgs ination. We argue that the non-minimal coupling of the Higgs to the curvature could also solve the vacuum instability issue by producing a large effective mass for the Higgs, which quickly drives the Higgs field back to the electroweak vacuum during ination.