While current data on the state of the climate system is very detailed and vast, the understanding of a climate in equilibrium is hampered by the anthropogenic imprint on current climate conditions. Furthermore, preparation of future climate scenarios with numerical models - that by definition represent an approximation of reality, that have been created with the current climate in mind, and that hence cannot be granted to be equally suitable for applications in the framework of other, e.g. warmer, climate states - is our only means to understand the climatic conditions that humankind may have to adapt to in the future. Yet, in order to gain trust in our models also for the future, we can employ them to study past climate states, for which climate-model-independent information is available. Furthermore, Paleoclimatology, and in particular the marriage of a) climate models and b) reconstructions of past climate states, that are based on geologic and glaciologic archives, as it is done in the section Paleoclimate Dynamics at the Alfred Wegener Institute, provides a method of understanding both the mechanisms behind, and the large scale patterns of, warmer than modern climates - climates, that may reoccur in the not too distant future due to the alteration of the natural (background) climate forcing by humankind. This talk will highlight some aspects of these topics. I will start by giving an overview on some methods of studying modern climate as it is done at the Alfred Wegener Institute. An introduction on the relations between weather and climate follows, based on which I will illustrate how climate models are being developed. It is outlined how climate models may be employed to understand the evolution of current and future climate. Based on this information, I illustrate how proxy data and models may be combined in order to study the climate of the past. In this endeavor, the climate of the Pliocene is taken as an example of a past, warmer-than-present, climate state. Rationale for focusing on the Pliocene in the context of future climate is that the time period has been suggested as a potential analogue for future climate. This suggestion is motivated by similarities of land-sea-distribution, orography, and climate forcing between the Pliocene and our modern world.