This is the first introductory book on multiple zeta functions and multiple polylogarithms which are the generalizations of the Riemann zeta function and the classical polylogarithms, respectively, to the multiple variable setting. It contains all the basic concepts and the important properties of these functions and their special values. This book is aimed at graduate students, mathematicians and physicists who are interested in this current active area of research.The book will provide a detailed and comprehensive introduction to these objects, their fascinating properties and interesting relations to other mathematical subjects, and various generalizations such as their q-analogs and their finite versions (by taking partial sums modulo suitable prime powers). Historical notes and exercises are provided at the end of each chapter.