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There is increasingly strong evidence that gamma-ray bursts (GRBs) are associated with star-forming galaxies, and occur near or in the star-forming regions of these galaxies. These associations provide indirect evidence that at least the long GRBs detected by BeppoSAX are a result of the collapse of massive stars. The recent evidence that the light curves and the spectra of the afterglows of GRB 980326 and GRB 970228 appear to contain a supernova component, in addition to a relativistic shock wave component, provide more direct clues that this is the case. We show that, if many GRBs are indeed produced by the collapse of massive stars, GRBs and their afterglows provide a powerful probe of the very high redshift (z > 5) universe. We first establish that GRBs and their afterglows are both detectable out to very high redshifts. We then show that one expects GRBs to occur out to at least z ~ 10 and possibly z ~ 15-20, redshifts that are far larger than those expected for the most distant quasars. This implies that there are large numbers of GRBs with peak photon number fluxes below the detection thresholds of BATSE and HETE-2, and even below the detection threshold of SWIFT. The mere detection of very high redshift GRBs would give us our first information about the earliest generations of stars. We show that GRBs and their afterglows can be used as beacons to locate core collapse supernovae at redshifts z >> 1, and to study the properties of these supernova. We describe the expected properties of the absorption-line systems and the Ly-alpha forest in the spectra of GRB afterglows, and discuss various strategies for determining the redshifts of very high redshift GRBs. We then show how the absorption-line systems and the Ly-alpha forest visible in the spectra of GRB afterglows can be used to trace