Interesting question! Let me see if I can shed some light with an analogy. Btw, I shall be referring to John's answer at points.
Studying or researching in astronomy is very much like criminal investigation. You have the crime, you search for clues which are used to reconstruct the events of the crime. Here, we have a crime, the construction of the universe, with clues spread here and there. One of the very well known clue is the CMB, and the oldest clue we can find (or have found, more on this later). As John tells us, we can recreate this clue and see what follows. A natural deduction. But can we work backwards from this clue, leading to the crime?
Working backwards, we need a method that creates the CMB. We have a theory, that at one point matter was coupled to light, the universe was opaque and exactly 380,000 years later, they decoupled, and light was finally free to travel the universe, and this is what we see as the CMB. Is this correct? Prossibly, and Sherlock shall tell you, that by the balance of probability, it's more probable than possible because the black body spectrum and anisotropies of the CMB predicted by this theory very precisely match that is observed. We have taken a very important step!
Now, how come they decoupled? Because at this time "recombination" occurred, electrons and protons formed hydrogen, which was transparent to light. Voila!
But before this? Nucleosynthesis, we know this since once again, balance of probability, and experiments. Before this? Formation of protons and neutrons and other composite subatomic particles. And finally before this, we expect the CvB (Cosmic neutrino Background), when the neutrinos decoupled from matter. We are trying to observe CvB to see if we are on the right track.
Going further back...
Here we have, as John again mentions, the end of the electroweak epoch. Since he mentions this, let us go and see if we can't trace it further back. Here we run into trouble. There are several ways to reach this stage. Which is correct?
Here's an analogy that tells us what we can do right now. Watson notes about Sherlock says "I nearly fell into the error of supposing that you were typewriting. Of course, it is obvious that it is music. You observe the spatulate finger-end, Watson, which is common to both professions? There is a spirituality about the face however... which the typewriter does not generate. This lady is a musician."
Our clue is that we have to reach the end of the electroweak epoch, this is our "spatulate finger-end". And hence we create theories, our "typewriters" and "musicians", all of which predict this. But we are missing our "spirituality about the face", and this is what we are trying to find, and what John mentions as "an active area of research".
There's one thing that pops to mind. There's a theory that states that the universe began as the collision of two "branes", as opposed to a sudden inflation out of a pinpoint of energy (or uncertainty, which is again debatable). Researchers say they can settle this by observing the gravitational waves formed during that event. If they are mild enough, then the former theory gets credibility, if not, then the latter.
This is how astronomy works. Criminal investigation.