Gamma-Ray Bursts (GRBs) are the most powerful cosmic explosions since the Big Bang, and thus act as signposts throughout the distant Universe. Over the last 2 decades, these ultra-luminous cosmological explosions have been transformed from a mere curiosity to essential tools for the study of high-redshift stars and galaxies, early structure formation and the evolution of chemical elements. In the future, GRBs will likely provide a powerful probe of the epoch of reionisation of the Universe, constrain the properties of the first generation of stars, and play an important role in the revolution of multi-messenger astronomy by associating neutrinos or gravitational wave (GW) signals with GRBs. Here, we describe the next steps needed to advance...