This is the biggest unanswered question in physics today, as you can see from all the different responses. I just want to throw something not question-answering but related out here. Sorry it's incredibly long - I have a TL;DR if you want it.
Note, whenever I say 'universe' I mean everything we live in, be that the universe, multiverse or whatever.
For people asking why there had to be nothing, there's a strong scientific argument for that. It was either 'nothing' or an infinite universe. After all, if there is no 'nothing', something has to be here at all points - it has to be eternal, in both time and space. If not, then nothing existed before and/or after the universe, or nothing is outside it.
But, given any number of particles and a long enough time, there are always random fluctuations in everything, primarily in the quantum world, but this translates to atoms occasionally colliding, sometimes transferring energy. Eventually 2 may collide with enough energy to fuse (like in a star - it's still possible outside one, just waaaay less likely). Fluctuations are incidentally how about 95% of the Big Bang inconsistencies (antimatter/matter ratio, non-uniform density etc) are explained.
So, given infinite time, eventually some atoms will happen to bump into each other in the right combination and with the right energy, and 'create' something. This might just be a random lump of particles, or might be some chocolate, or might be a Van Gogh, or might be something the exact size and composition of Paraguay.
Sometimes it will be a brain. A living, conscious brain, capable of thought - only for an instant, as it's floating in the debris of space and has no way of sustaining itself, but a conscious brain nonetheless. The more complex these fluctuations are the less likely they are, and so the longer it would take to see one. A fluctuation as complex as a brain would take far longer than the universe's age to come about - but we have infinite time in this example.
Random fluctuations are far more likely to produce these brains ('Boltzmann brains', after the guy who came up with this) than everything in the universe that we can see - and by 'far more' I mean very roughly 10^53 (1 with 53 zeroes on the end) times more likely. Point is, in a universe with infinite time these fluctuations happen far more frequently than the fluctuations required to make the observable universe (about 10^27 atoms, each with the correct velocity and energy, versus 10^80), and so we would be far more likely to be 'Boltzmann brains' than who we actually are, humans living on Earth. The very fact that we're here disproves that, which in turn disproves the infinitely-timed universe. Oh by the way, even a self-sustainable brain is overwhelmingly more likely to fluctuate in than our universe - it's just overwhelmingly less likely than a non-self-sustainable one.
In addition, in a universe of infinite space, an infinite number of Boltzmann brains fluctuate into existence at each point in time (assuming an infinite number of particles too - and infinite space/finite particles is just not even plausible), again disproved because we're here.
So, there must not be an infinite universe, ergo, there must be such a thing as nothingness 'before' or 'after' the universe(s) or a nothingness in the 'space' around them. It isn't space, before or after obviously, but beyond where the universe ends, beyond where those words mean anything.
I'm sure there are some points in here that can be argued, and I don't know if that was my misunderstanding on the subject or genuine inconsistencies with the author of this argument's argument. I'll try to dig up the book on this subject, and counter any counter-claims if I can. I'm also fairly sure the grammar might be a bit crap, it's 2 a.m. and I've been playing Portal all day, so clearly a physics lecture was the right course of action. It's SO much better with Stephen Merchant as the voice in your head narrating all this.
TL;DR version - in an infinite universe, most intelligent lifeforms will just be floating brains born from random fluctuations. No, seriously. As none of us are floating brains, this is not the case, so the universe ain't infinite. So there must be nothing somewhere or sometime. And lolphysicsat2amafterportalallday.