None of the other answers covers Olber‘s Paradox. If we assume the universe is infinite and has an infinite number of stars, then no matter where you look you should see a star. Every line you draw to the sky should at some point hit a star at some distance away.
Distance is key here. Even if it is true that there are an infinite number of stars, some of them are going to be so far away that their light just couldn‘t have reached us yet, since light travels at a finite speed and the universe has only existed for some 13 billion years. Therefore those spots in the sky are dark.
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