In the early Universe,
before t = t(equipartition) ~ t(recombination), the Universe was radiation dominated and its dynamics were governed by a vast sea of thermal (but relativistic) particles. Depending upon the masses of hypothesized particles (because E = mc**2), different particles are pair produced during the various and sundry epochs and the Universe is dominated by different types of particles at different times. For example, protons and neutrons are pair-produced for T larger than ~ 10 trillion Kelvin.
Different theories for particle physics predict different sorts of particles and it is of interest from this point of view to pin from data what kinds of particles are consistent with our Univerese. Again, this may be an interesting way to probe physics on tiny scales by using observations of the largest known system, the Universe!
THERMAL RELICS OF THE EARLY UNIVERSE
If the particles in the early Universe were in initially in thermal equilibrium (e.g., p + anti-p <===> photon + photon, ... ) so that that there was a vast sea of particles and radiation all strongly coupled together, then we can consider a few important times:
Particles can still maintain thermal equilibrium as long as other interactions coupling matter and radiation continue on sufficiently quickly.
Whether the dark matter is cold or hot is important for how structures form in the Universe. This is easy to understand simply from momentum arguments:
To cuase a particle with small momentum to clump requires a much smaller force and thus a smaller clump. This means that it is easier to form small structures.