The recent observation of gravitational waves by the advanced LIGO-Virgo detectors has ushered in a new era of exploration and discovery. Not only did these discoveries further validate Einstein’s theory of gravitation, but they also brought astronomy into a new era by providing an entirely novel way to observe the most fascinating and powerful events in the universe—colliding black holes and neutron stars, exploding stars, and even the birth of the Universe itself. With the advent of gravitational wave observations, multi-wavelength, time-domain astronomy, and neutrino observations of astrophysical sources, we have now truly entered the era of multi-messenger astronomy. In this lecture, intended primarily for the general public, I will explain what we have learned to date and the prospects for future discoveries.