Quark-Gluon Plasma (QGP), a QCD state of matter created in ultra-relativistic heavy-ion collisions, has remarkable properties, including, for example, a low shear viscosity over entropy ratio. By detecting the collection of low-momentum particles that arise from the collision, it is possible to gain quantitative insight into the created matter. However, its fast evolution and thermalization properties remain elusive. Only using high momentum objects as probes of QGP can unveil its constituents at different wavelengths. In this review, we attempt to provide a comprehensive picture of what was, so far, possible to infer about QGP given our current theoretical understanding of jets, heavy-flavor, and quarkonia. We will bridge the resulting qualitative picture to the experimental observations done at the LHC and RHIC. We will focus on the phenomenological description of experimental observations, provide a brief analytical summary of the description of hard probes, and an outlook on the main difficulties we will need to surpass in the following years. To benchmark QGP-related effects, we will also address nuclear modifications to the initial state and hadronization effects.