In the early part of the twentieth century, scientists believed that the universe was static ...unchanging in time. Then, in the 1930s came Hubble's discovery that light from distant galaxies is redshifted; these galaxies are receding from us, leading to the realization that we live in an expanding universe. If one follows an expanding universe into the past, the matter will be compressed, leading to an increase in density. It is natural to ask: will the physical properties of matter prevent the density from increasing without bound? It is a fundamental prediction of General Relativity that the answer is no: the theory predicts that the density must have been infinite at a finite time in the past. In other words we live in a universe whose age is finite (observations currently give an age of approximately 1010 years).
Of course, physicists don't believe that the density was infinite! At sufficiently high densities quantum effects will come into play and General Relativity will have to be replaced by a new theory of Quantum Gravity. In other words, the very beginning of the universe is still a mystery. But we can assert with considerable confidence that approximately 1010 years ago the universe was very dense and hot, and has been expanding and cooling ever since.