Understanding the nature of the invisible components in the universe is the central challenge of modern physical cosmology. There is a consensus that probing the formation and evolution of cosmic structures may provide key insights on the origin of Dark Energy and Dark Matter (and perhaps the only way to make progress). However, these components can disclose their fine properties only through the gravitational interactions with the visible matter. Hence, as we progress in probing the cosmic matter distribution we will inevitably face the problem of complexity. Using a few example from the quest of Dark Energy and the non-linear clustering of matter, I will argue that this will call for a fundamental shift in the way we approach the analysis of future cosmological observations.