Physical cosmology tries to understand the Universe at large with its origin and evolution. Observational and experimental situations in cosmology do not allow us to proceed purely based on the empirical means. We examine in which sense our cosmological assumptions in fact have shaped our current cosmological worldview with consequent inevitable limits. Cosmology, as other branches of science and knowledge, is a construct of human imagination reflecting the popular belief system of the era. The question at issue deserves further philosophic discussions. In Whitehead’s words, “philosophy, in one of its functions, is the critic of cosmologies.” (Whitehead 1925).