In astronomy, the universe is "everything out are". It contains the sun, all the planets including Earth, all of our galaxy, plus many other galaxies, and all of outer space. It is so huge that scientists measure its size in billions of light years - the distance light travels in the whole year. To travel in the spaceship, using today's knowledge, to even the nearest star would take centuries. In between the stars and galaxies, it is mostly empty and very cold.
Cosmology is the science studying its origin. Through history, different theories about it have been made, but the theory accepted by most scientists today is called the "Big Bang". It tells us the universe was very dense, and an began expanding ("bang") the long time ago.