Elementary particles are the elementary constituents of matter; more precisely they are particles that are not made up of smaller particles nor are they known to have internal structure
Originally the term elementary particle was used for every subatomic particle such as protons and neutrons, electrons and other types of exotic particles that can only be found in cosmic rays or in large particle accelerators, such as pions or muons. However, from the 1970s it became clear that protons and neutrons are particles composed of simpler ones.
It is currently believed that leptons, quarks (these first two types are fermions) and gauge bosons, are all the smallest constituents of matter and therefore would be properly elementary particles.
Before the electrons, neutrons and protons were formed, these elementary particles were formed. To understand their behavior is to understand how the Universe originated the exact phenomena that occurred at the origin of the Cosmos.