Galaxy formation in the first billion years

These notes present material from lectures given at the 54th Saas-Fee Advanced Course of the Swiss Society of Astrophysics and Astronomy in January 2025, entitled "Galaxies and Black Holes in the First Billion Years as seen by the JWST", and are intended for early career researchers or those new to the sub-field. My lectures covered the theory of galaxy formation with a focus on the first billion years of cosmic evolution. In these notes, I discuss cosmological structure formation, properties of dark matter halos at $z\gtrsim 6$, and whether any of the JWST observations to date present a serious and fundamental challenge for the $\Lambda$ Cold Dark Matter Paradigm. I then give an overview of physical processes and modeling techniques, including translating simulation-based quantities to observables, and discuss recent progress and future directions in galaxy formation modeling. The closing section presents a summary of some of the theoretical puzzles and challenges raised by the first three years of high redshift observations with JWST, and how our models of galaxy formation may need to be revised to accommodate them.