It's not an infinite universe, it's a closed one. And the nothing beyond is a literal absence of anything -- not a vacuum, not the absence of matter, but the absence of anything at all, including any space to contain the nothingness. Sorry, Nj, perhaps I should try to be clearer.
The analogy you need to have in mind to start with is the Earth, only with humans as two-dimensional beings. They travel around, bound to the earth's surface. They can head in any direction they like and in principle travel for ever, with never any need to stop. But eventually, no matter how many twists and turns they take, they would discover that they have run out of new places to visit. Nor can they find an edge (for, if it did exist, it certainly does not lie "inside" the Earth, but rather 'above' it, in a dimension beyond those our 2D brethen could experience); and no centre either, for it lies below the Earth's surface and is therefore not a part of it.
The analogy breaks down a little because you might then answer "ah, but what about the sky above?" and say that this is beyond our Universe. And yes, you'd be right, but the key points are that a) the 2D beings have no knowledge of it, so for them it may as well not be there -- in the same way we would be unable to perceive higher dimensions that support our own Universe, and b) it isn't even necessary for such dimensions to exist in order for the Universe to exist, because it can be self-supporting and self-creating.
This means that my explanation is not of an infinite Universe, but of a finite one, with a geometry that defies standard intuitions. The nothingness beyond is the hardest part to grasp -- like I said, it is not an infinite void of space, filled with no matter. It is an infinite void of nothing -- no space, no time, no anything at all. I don't think it is really possible for anyone to picture this.