This paper identifies a lack of research on the pre-existing and fundamental impacts of artificial intelligence (AI) systems on human cognition and proposes a new interdisciplinary field of research, "Cognitive Infrastructure Studies (CIS)," to address this gap. CIS reconceptualizes AI as a "cognitive infrastructure"—a foundational system that influences human cognition, behavior, and knowledge. This cognitive infrastructure conveys meaning, operates through predictive personalization, and is characterized by adaptive invisibility, making its impact difficult to detect. Specifically, cognitive infrastructure automates "relevance judgments," shifting the cognitive subject to a non-human system. This paper illustrates how cognitive infrastructure reshapes human cognition, public reasoning, and social epistemology through narrative scenarios spanning individual (cognitive dependence), collective (democratic deliberation), and societal (governance) scales. CIS demands an unprecedented integration of diverse disciplinary methods to address how AI preprocessing reshapes distributed cognition across individual, collective, and cultural scales. It also addresses critical gaps between disciplines, including cognitive science's inability to analyze population-scale preprocessing, digital sociology's inability to access individual cognitive mechanisms, and computational approaches' inability to understand the dynamics of cultural transmission. To this end, CIS offers a methodological innovation for studying unseen algorithmic influences: the "infrastructure breakdown methodology," an experimental approach that exposes cognitive dependencies by systematically withdrawing AI preprocessing after a habituation period.