A short overview is given on the development of our present paradigm of the large scale structure of the Universe with emphasis on the role of Ya. B. Zeldovich. Next we use the Sloan Digital Sky Survey data and show that the distribution of phases of density waves of various scale in the present-day Universe are correlated. Using numerical simulations of structure evolution we show that the skeleton of the cosmic web was present already in an early stage of the evolution of structure. The positions of maxima and minima of density waves (their phases) are the more stable, the larger is the wavelength. The birth of the first generation of stars occured most probably in the central regions of rich proto-superclusters where the density was highest in the early Universe.