By definition the universe is everything. It is a closed system, outside of which nothing can be referenced, or even exist for that matter. Nothing can leave a closed system or observe the entire system. It is pointless to say one can leave the universe. These statements bring up the question of how something is created in the first place, from nothing no less. An alternative is to believe that the universe has always existed and was simply never created.
The idea that a god created the universe is the cornerstone of many religions. In this case the simple definition of the universe makes this idea of god impossible. A god is not nothing, therefore he is part of the universe and cannot create it in the first place. Yet again, the alternative is that god has always existed and therefore the universe has always existed as well. That would mean that god and the universe are one of the same. The concept that god is the universe is known as pantheism.
When any theory is formulated about the universe it is in essence the universe trying to understand itself. But one can never understand oneself if there is nothing to compare oneself to.
Source: Three Roads to Quantum Gravity by Lee Smolin. © 2001 Basic Books