Using the empirical correlations between GRB energetics and spectral properties, GRBs can be treated as “relative standard candles” to constrain cosmological parameters and dark energy, complementary to Type Ia supernova surveys. The collapsar model suggests that long GRBs should trace to some extent the star formation activity through cosmic times, and they therefore provide an independent way for measuring the high-z star formation history. They also offer the exciting opportunity to indirect search for Population III (Pop III) stars. The first generation of stars, the so-called Pop III stars, are formed with pristine gas containing no metals. Although such events are expected to be rare, occur at high redshifts, and have no detectable hosts, they had probably played an important role in early Universe evolution, including reionization, metal enrichment history. Some studies proposed that a few Pop III stars will end as GRBs, called Pop III GRBs which will be more energetic than any GRB populations. Direct observations of Pop III stars have been out of reach of the modern observational techniques, and the only viable way to reveal the properties of Pop III stars is through the detection of Pop III GRBs. In addition, through the observations of the smooth continuum spectra of GRB afterglows, one can obtain abundant information on the circum-burst environment, on the gas and dust in their host galaxies, on the intergalactic medium (IGM) and the intervening systems. The metal absorption lines in the GRB spectra also make them as an effective approach to probe the metal enrichment history. GRBs can also be used to survey the neutral hydrogen fraction in the IGM by fitting the damping wing of the Ly and thereby study the cosmic reionization.