In this work we provide a comprehensive review of theoretical and experimental studies of the properties of polarons formed by mobile impurities strongly interacting with quantum many-body systems. We present a unified perspective on the universal concepts and theoretical techniques used to characterize polarons in two distinct platforms, ultracold atomic gases and atomically-thin transition metal dichalcogenides, which are linked by many deep parallels. We review polarons in both fermionic and bosonic environments, highlighting their similarities and differences including the intricate interplay between few- and many-body physics. Various kinds of polarons with long-range interactions or in magnetic backgrounds are discussed, and the theoretical and experimental progress towards understanding interactions between polarons is described. We outline how polaron physics, regarded as the low density limit of quantum mixtures, provides fundamental insights regarding the phase diagram of complex condensed matter systems. Furthermore, we describe how polarons may serve as quantum sensors of many-body physics in complex environments. Our work highlights the open problems, identifies new research directions and provides a comprehensive framework for this rapidly evolving research field.
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