There is a saying "Duniya fani hai" loosely translating as "world is finite" or "there is limit on world". Also our religion teaches us that our lives and this world are finite. There is an end to these things.
As FT pointed out how one comes across a situation where "Those are situation where we say I CANNOT BELIEVE IT COULD BE REAL."
That is because may be we have not seen the limits yet and when ever we see some thing crossing the point we considered as limit, we go wow. lol
Infinity works well on paper theoretically but practically it doesn't exist. Y? Because of the variables involved. Any one familiar with newton's laws of motion. Now in theory if body is moving with a certain velocity, it should keep moving for infinite distance and infinite time. But in practical world, if you apply force on a body it moves and then stops because of the resistive forces as gravity and friction.