How can we learn about things which are
very far away?
- Go there and make in situ measurements.
Space probes, lunar landings,
sample-return mission, etc.
This has only recently (~40 years) become possible at all, and even
then only for the closest parts of the cosmos.
- Wait for things to come to us.
Meteorites (including from Mars), the solar wind, cosmic
rays, not much else.
Even more limited in scope than the first option.
- Make remote observations
This is the only way to study the vast majority of the universe!
In the last decade or two, neutrino
astronomy has gotten started, and people are trying gravity waves. But the mainstay
"bread and butter" of astronomers remains the photon, as it has been for 3000 years.