What made up the cosmic microwave background and the first stars? I am trying to figure out how the first stars formed and I'm looking for information on what made up the gas/radiation that they formed from. 
Most of our evidence for the make up of these formations come from the CMB, so: What makes up the contents of the Cosmic Microwave Background?
From what I have gathered it is density fluctuations in the primordial soup that is pictured by the CMB  that gave rise to the first star formations 
 A: The first stars have to form mainly from hydrogen and helium, with a smidgeon(*) of deuterium, lithium, beryllium and tritium thrown in. These are the only chemical elements that are manufactured in any detectable quantities by big-bang nucleosynthesis. All heavier elements must have been produced by the first stars or in subsequent stellar generations. In that sense, the formation of the first stars must have differed from star formation today, in that the heavier elements are what makes gas very opaque to radiation.
These hypothesised first stars are known as population III stars and no examples have ever been observed. The most "metal-poor" stars found have about 100 thousandth the heavy element content of the Sun, but that is still significantly above what is expected for a Pop. III star.
Still these stars must have existed and there is a huge amount of research, both observationally and theoretically to pin down their properties, which are expected to be quite unusual compared to stars formed today. It is possible that some of the Pop. II metal-poor stars that we see today in our own galaxy, are examples of low-mass Pop.III stars whose surfaces have been contaminated by dredging up processed material from within or by accreting from the interstellar medium. A more likely explanation for the lack of observed Pop.III stars is that they were mainly very massive stars ($10-10^4\ M_{\odot}$ or even higher) that have long since lived their lives and are now remnants such as black holes or neutron stars, whose original elemental composition seems impossible to determine, even if they could be found.
The density fluctuations seen in the cosmic microwave background are far too big to form into individual stars - they are more likely to be tracers of the first clusters and superclusters of galaxies. The first stars cannot form until sufficient gas has been funneled into high density regions. Dark matter almost certainly played a crucial role in making this happen very quickly after the big bang. Some so-called $\Lambda$CDM models and simulations find the formation of the first stars at redshifts of 20 or so (within 100 million years of the big bang) and it is possible that some Gamma Ray Bursts mark the deaths of these very massive first stars, though these have only been detected to redshifts of 10 or so.
An excellent (technical) review is given by Bromm (2013).


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*Smidgeon - a technical term(!),  in this case means $\sim 10^{-10}$ for Li, $\sim 10^{-5}$ for Tritium and $\sim 10^{-4}$ for Deuterium, where the numbers refer to the fraction compared with hydrogen.

