We dedicate this thesis to the study of signatures coming from the primordial epochs of the universe. We will focus in particular on Primordial Black Holes (PBHs), which may be formed from perturbations generated during inflation and might comprise a fraction of the dark matter in the universe. In the first part of the thesis, we will address the PBH properties at the time of formation, that are their masses, spins and abundance, and investigate the generation of Gravitational Wave (GW) signals during their production. In the second part, we will describe the PBHs evolution across the cosmic history due to their assemble in binaries, phases of baryonic mass accretion and clustering effects. We will then discuss GW signatures coming from their coalescence, compare these predictions with present GW data detected by the LIGO/Virgo Collaboration (LVC) and assess the role of future GW experiments like 3G detectors and LISA in discovering these objects. Finally, in the third part, we will investigate some aspects of the interplay between black holes and fundamental physics in the early universe, focusing on the role of GWs to shed light on their properties.