In this thesis we study the cosmological effects of the primordial curvature perturbation in two different research areas, which provide useful information about the origin and nature of the curvature perturbation on completely different range of scales. The first one investigates the' generation ofNon-Gaussianity on cosmological models in specific models for the origin of the curvature perturbation. In this case, we are interested in estimating the relative contribution of the NonGaussianity of the field perturbations arising during the inflationary epoch to the Non-Gaussianity of the primordial curvature perturbation. The second one concerns the formation of Primordial Black Holes inside the horizon at the end of inflation, and therefore explores a much smaller range of scales corresponding to horizon scales at the end of inflation.