The first objects to form in the Universe were stars. Some 200 million years after the big bang, the diffuse gas permeating the early Universe is able to contract under its own gravity setting the collapse to the first stars in motion. Once this collapse reaches a critical density, thermonuclear reactions will start and the star will light up as the first luminous object in the Universe.
However, these stars are very different from stars like our sun. They are significantly more massive, bluer, and brighter. They contain only Hydrogen, Helium, and trace amounts of Lithium that have been produced shortly after the big bang, and it is this fact that leads to their higher masses. Their much higher luminosity also makes them much shorter lived than stars like our sun. They consume all of their fuel in millions of years (compared to tens of billions for our sun) and explode in violent supernovae at the end of their lives. By that time, they have produced many heavier elements in their interior, and the explosions spread these new elements into their environment. This facilitates the formation of subsequent generations of stars, with different properties much more like our sun, in their surroundings.
We cannot observe these first stars directly with telescopes, although we expect to be able to collect evidence for their existence with the upcoming James Webb Space Telescope (JWST).
To study these first objects in the Universe, researchers at KIPAC have to use supercomputers and sophisticated numerical simulations.