Explore the frontiers of cosmology in this comprehensive lecture from the "Largest Cosmological Surveys and Big Data Science" program. Delve into the latest advancements in cosmic microwave background observations, large-scale structure mapping, and upcoming surveys that promise to revolutionize our understanding of the Universe. Learn about cutting-edge projects like DESI, PFS, Euclid, and LSST, as well as future X-ray and 21 cm surveys. Gain valuable insights into multi-messenger cosmology and develop skills for analyzing publicly available data from large-scale surveys. Discover how this program aims to bridge the gap between expert knowledge and early career researchers, fostering collaborations and providing hands-on experience with complex cosmological data analysis.