Answer: The universe is not infinite in space
This question is known as the Olbers' Paradox, who in the 19th century posed a question similar to the following:
If the universe where we live is infinite, static, and uniformly populated with stars (similar to the distribution of trees in an immense forest where we would find a tree in whatever direction we observe), which have eternally existed; the light of all of them would intensely illuminate any point of space.
That is to say, we should see stars in any direction, no matter how far away they are and the celestial vault should be exaggeratedly bright.
But this is not the case, the night sky is dark and the universe too.
Why?
Well, although the standard cosmological model of the universe suggests that it is infinite, the observable universe is not.
In other words, the universe is finite.
Then, in a universe of limited size, even having a great quantity of stars and galaxies, all of them would not be enough to illuminate all the space.
In addition, there is another important point: Not only the universe is finite, also its age is; this means it had a beginning.
Hence, having a finite observable universe that is continuously expanding, distant stars and galaxies move away even further.
So, when we look at a star that is 1 million light years away, we are seeing the star as it was seen 1 million years ago.
This means that the amount of light that comes to us from distant stars decreases all the time.
Therefore the light from the most distant stars has not yet had enough time to reach us.