Why High Energy Physics ?..
According to the uncertainty principle of quantum mechanics, the more precisely the position of a particle is determined, the more uncertainty there must be about its velocity, and hence it's kinetic energy. This inverse relationship means that to probe the structure of matter at very small distance scales, it is necessary to work at very large energies. This seeming paradox is the reason that the study of things which are very small is called high-energy physics.
There is now another reason, besides our curiosity as to what "stuff" is actually made of, for a keen interest in the study of the smallest possible units of matter. This is the realization, which gradually dawned on physicists in the last third of the 20th century, that knowing precisely what matter is on the very smallest scales is essential to undertanding it on the very largest scale as well -- which is the subject of cosmology. The connection is that very high energies are involved in both subjects. In cosmology, this means the highest energy we can imagine, namely that of the big bang itself.
One might almost say that the cosmological applications of high-energy physics is what the subject was "really" about from the beginning, though no one was aware of it. Because the fact is that the energy scale at which the "true" nature of matter becomes manifest existed only for the briefest of instants at the time of the big bang.