Spaceville is a universe. It has three dimensions of space and one dimension of time, although pieces of universes with different dimensionalities can often be found within Spaceville. Most of this universe's inhabitants call it simply "the universe".
The origin of Spaceville has been extensively studied, but nevertheless remains largely unknown. Every civilization eventually proposes and accepts some version of the Big Bang theory, which describes the universe as a constantly expanding space (or vacuum). This vacuum started out extremely hot, dense, and uniform, and has since evolved into a cold, sparse cosmos containing very complex systems separated by a low-energy version of the primordial uniformity.
The shape of Spaceville is that of an immense 3-torus, which can be thought of as a cubic region of space that is connected to itself on every side. Travelling straight in one direction (ignoring the expansion of the universe) will inevitably bring you back to your starting position, but the distance you need to travel varies depending on the direction you're travelling.
Many intelligent species tend to hypothesize the existence of universes other than Spaceville. One way or another, they eventually discover such universes. Martians are an example of a species that has just recently started practicing inter-universal travel.