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I always saw Twelve Monkeys as being centered around the fact that the past cannot be changed. But why is that? Is it a physical law that makes it impossible to change or is it just the scientists that don't want to change it for any reason?

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I always interpreted it being a central law of nature (in the movie) that the past cannot be changed as it already happened the way it does, which made the movie in my eyes one of the very few time travel movies that don't have a problem with causality. However recent discussions about this movie here on this site have slightly shattered my believes in this fact. Still it could be both of your possibilities. While it could be a physical law that the past is unchangable, the scientist may still have had their own intentions not to try it at all. –  Napoleon Wilson Aug 16 '13 at 12:00
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Caveat: Looking for logic in time-travel movies is an exercise in recursive futility.

The idea in 12 Monkeys is that the past is, in many ways, read only. You can go back and "read" all you want, but you won't be able to "write" anything that will (meaningfully) change the timeline. Alternatively, you can attempt to change an event, but since the timeline is already set, it accounts for your "hack" and adjusts events to reconcile the "new" timeline to the original version.

Keeping the above in mind, the scientists in the future are content to send people into the past to get information and communicate it back to them in the future. The scientists are aware of the paradox that if they could change such a catastrophic event in the past, then they wouldn't be considering doing so at all (in their present). Presumably they have tried to change things in the past and know that it's something impossible to do. They are, therefore, happy to use time travel purely as an archaeological avenue to find out enough information about the virus to allow them to synthesise a cure in their present.

This subject is tackled to an extent in an IMDb FAQ:

Why can't the future be changed, as Cole says?

There are roughly two major schools of thought on the subject of time travel in (science) fiction. One is that a timeline is 'flexible' and can be changed. When a certain outcome is undesireable, one needs to travel back to a point in the past, and change whatever caused the undesiarable outcome to happen. For instance, in order to save your mother from being run over by a car, you travel back in time so that you can push her out of the car's way and save her life. Most popular movies about time-travel adhere to this principle (e.g. Back to the Future (1985), Donnie Darko (2001), The Terminator (1984), and The Butterfly Effect) (2004).

Another theory is that the timeline is 'fixed' and can't be changed. The present is already the result of the past plus all attempts to try and manipulate the present. This implies that whatever you try to prevent by traveling back in time will be unsuccesful, or, worse, instrumental in causing whatever you tried to prevent. In case of the mother example, according to this theory, you can travel back in time to a moment before she was hit, but any action you might take will not be succesful in saving her. Possible scenarios are that you don't make it in time for some reason: perhaps in your hurry, you are hit by a car yourself, or you could shout at her to watch out for the car, thereby distracting her from the traffic, and thus causing her death. Movies following this principle are Sphere (1998), Harry Potter and the Prisoner of Azkaban (2004), The Time Machine (1960), and Twelve Monkeys.

Cole says that the future can't be changed, which proves to be true. Throughout the movie we see and hear about things that are said to happen in the future, and they all inevitably happen. Of course, the main event is that the global virus infection occurs. Cole's mission is not to prevent it, because the scientists know he can't; the very fact that the infection happened is evidence that it could not be prevented anyway. Furthermore, by traveling back into the past, Cole sets in motion a chain of events that lead to the very future he comes from, e.g. the mysterious recording by Kathryn to the future, in which she identifies the Army of the Twelve Monkeys as the source of the virus. Cole and the scientists hear the recording and Cole is sent back in time to investigate; however, because of Cole's interactions with Kathryn Railly, he causes Kathryn to make this recording. In essence, the events that trigger him to travel through time actaully cause them, which is known as a time paradox.

The fact that the future is set does not prevent Cole from trying to change it anyway. It is in his nature to try, simply because he does not know the exact details of what caused that particular future to happen and what his failure in trying was. For instance, it is known in the future that there was an outbreak of a virus, but not who or what started it. After the Army of the Twelve Monkeys appeared to be a dead end, Cole and Kathryn identify the real perpetrator at the airport, and try to stop him. This ends in Cole's death, which is witnessed by the young Cole, explaining the strange dreams he always had. It had never occurred to the young Cole that he actually saw himself dying, so the adult Cole never knew what fate would await him if he would try to prevent the virus outbreak.

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There are two approaches to time travel science fiction:

  1. That time is ONE fabric and continuous. Which makes it sort of a physics law that the past cannot be changed.
  2. Time is something like a dimension. Which means that there can be alternate realities, parallel realities, well take your pick.

In 12 Monkeys, no matter what the actions are, the consequences are always the same. E.g. Red Army herring, Releasing the virus, Cole appearing in various books. So it is more like the first time function. Cole may go in his past, but in no way shall his actions change the present. What that can be interpreted as is that what has happened, will happen. No matter what actions you might try to take to prevent it. His being shot in front of his younger self is explainable as it is something the adult Cole has lived with his entire life. He remembers the Woman's eyes in his adulthood even though he was a kid and saw her just once. Thus, these events has already happened in Cole's past. And hence, it was impossible to change that past. This is also why Cole was sent on a recon mission, to observe and to report.

Also, I would like to point out to you that Cole was given the gun at the airport. At that point of time, Cole had defected and could not be contacted. So why did they give him a gun? They had other people in the past who could have stopped the guy just as well... Just a point to ponder upon. Had Cole not tried to shoot the guy, would his younger self have seen the shooting and the Young Woman? That's the time-paradox, which cannot happen at all in such time lines. Hence the linear consequence of the timeline and the unchanging past.

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just realized the answer is a summarized and scene quoted answer similar to @coleopterist –  kicker86 Aug 16 '13 at 14:06
    
answering "why did they give Cole a gun" I think it was to see who he would go after. See this Q&A: movies.stackexchange.com/questions/4216/… –  Shiz Z. Aug 19 '13 at 23:03
    
So Jose could have simply asked Cole about it. Giving a gun seems extreme to me - just to see who he would kill would be putting everything into risk. They were supposed to do things without attracting attraction. –  kicker86 Aug 20 '13 at 13:46
    
They also needed Cole to end up dead, so someone had to kill him -- presumably not a time-traveler. Hence the gun was some ancient pistol that probably wouldn't work effectively -- but would still cause security to shoot Cole. –  Shiz Z. Aug 20 '13 at 14:44
    
if they made a non time-traveler kill Cole, that would also be altering the past. And I don't they would want Cole to end up being dead after being so useful in finding who released the virus. –  kicker86 Aug 20 '13 at 14:49
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From what I gathered:

Our protagonist was unable to change the past because it was part of his present. He could have changed everything had he been told by someone else sent to him. This person would have to have gone to a timeline where the same big event ocurs, found out the truth and then go back to our progagonists timeline to let him know

The people in charge could have changed things (I think) but didn't as it's likely they wouldn't be in charge in the altered reality. They were in a position of power that was too beneficial to them to care about everyone else.

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but what about the fact that our protagonist remember seeing himself being killed when he was a child. Isn't that proof that everything already happened and can't be changed? –  Maurizio In denmark Aug 16 '13 at 12:34
    
I thought he only saw a woman being killed? It's been a while since I've seen the movie tbh. –  Robert English Aug 16 '13 at 12:37
    
have a look at the accepted answer in this post: movies.stackexchange.com/questions/12513/…. Railley realized that if what he says was true nothing can be changed so everybody will die. –  Maurizio In denmark Aug 16 '13 at 12:37
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