That's another one that is counterintuitive at best, and mind boggling for most. Given a universe with a finite mass, people naturally picture a universe (a finite volume, if you will), sitting in an otherwise empty and unlimited space of nothingness. Said another way, that the finite volume has an edge, as does the finite volume of a balloon, milk container, and any other three dimensional object. Get to "the edge of the universe," and all that's left is boundless empty space.
But space itself is not boundless, or "unlimited volume." There is no "edge of the finite universe," no way to get outside of the space of the universe and look back at it. We can't picture a finite volume without a boundary (such a thing can't be modeled in three dimensions), so have to rely on a 2 -> 3 dimensional analogy. The surface of the earth has a finite area (2 space), yet, there is no "edge" of the earth where the area runs out. One could explore the entire surface of the earth, every square millimeter, conclude that the surface is finite, but nowhere in that exploration would we find the "edge" of the surface. The two dimensional area of the earth is wrapped in a third dimension.
There is no "empty space nothingness" outside of the universe. And before the universe began (and also inside a black hole) not only is the notion of "empty space" without meaning, the notion of "time" does not exist either. No before, no after. Everything in our reality, space and time included, had a beginning.