The cosmic web consists of a complex configuration of voids, walls, filaments, and clusters, which formed under the gravitational collapse of Gaussian fluctuations. Understanding under what conditions these different structures emerge from simple initial conditions, and how different cosmological models influence their evolution, is central to the study of the large-scale structure. Here, we present a general formalism for setting up initial random density and velocity fields satisfying non-linear constraints for specialized N-body simulations. These allow us to link the non-linear conditions on the eigenvalue and eigenvector fields of the deformation tensor, as specified by caustic skeleton theory, to the current-day cosmic web. By extending constrained Gaussian random field theory, and the corresponding Hoffman-Ribak algorithm, to non-linear constraints, we probe the statistical properties of the progenitors of the walls, filaments, and clusters of the cosmic web. Applied to cosmological N-body simulations, the proposed techniques pave the way towards a systematic investigation of the evolution of the progenitors of the present-day walls, filaments, and clusters, and the embedded galaxies, putting flesh on the bones of the caustic skeleton. The developed non-linear constrained random field theory is valid for generic cosmological conditions. For ease of visualization, the case study presented here probes the two-dimensional caustic skeleton.