Now expand this thinking into three-dimensional space - our universe. No matter what direction you fly in - north, south, east, west, up or down - if you keep going in a straight line, you will eventually return to where you started
What persuades us of this? If it were correct, then surely light would have an "incoming from the opposite direction" component, subject to the right conditions?
People have looked and nothing's been found. But there are plenty of reasons why we might not be able to measure it and the alternative is a universe that's infinite (in space).
Like, blackholes, this is an area where General Relativity breaks down. The maths can't handle a finite edge: spacetime needs to be infinite or loop back on itself.