In this paper we offer to the reader an essential review of the theory of Fluctuation-Dissipation Relations (FDR), from the first formulations due to Einstein and Onsager, to the recent developments in the framework of stochastic thermodynamics of non-equilibrium system. We focus on two general approaches, somehow complementary, where out-of-equilibrium contributions to the FDR are expressed in terms of different quantities, related either to the stationary distribution or to the transition rates of the system. In particular, we discuss applications of the FDR in the general field of causation and inference, and in the contexts of non-equilibrium systems, such as spin models, granular media and active matter.