The Universe is absolutely everything there is - all the stars, galaxies, atoms, molecules, dark matter, light and the space in between them. It even includes the physical laws, such as gravity, that we are all governed by.
Scientists never really talk about things outside the Universe because that doesn't make sense.
Current scientific theory suggests that the Universe started with a massive explosion called the Big Bang, which took place around 13.7 billion years ago. Since then it has continued to expand, cool and evolve to the point where it has developed many billions of galaxies.
Because of the vast distances involved, the current density of atoms in the Universe is in the order of a single hydrogen atom for every four cubic metres of volume. This means that the Universe is mostly made of nothing.
What the ultimate fate of the Universe will be is still a topic for debate, why not read more about it here.