The fundamental constituents of visible matter are quarks, gluons and leptons. The quarks and gluons are not found to exist in a free state in nature. They are confined inside particles known as hadrons. However they were in a free state in the micro-second old Universe. We will discuss the formation of such a primordial matter in the laboratory and its properties. This will lead us to address the question of what the phase diagram of the strong interaction (one of the four basic interactions that occur in nature) looks like. We will discuss the recent advances made towards understanding the phase diagram of strong interactions.