Okay, so you go into Space, and you find that it's nearly a perfect vacuum, but there's still quite a few particles up there. Deep Space? Even then, still a number of atoms per cubic metre.
So what about the gaps inbetween these atoms - where there are no atoms, no photons, absolutely no 'things' whatsoever?
Well, there still is something there - you've got a region into which you can put other things. It's a bit like a box. Even though that region does not contain anything, it has the capability to contain things.
Now imagine a region which does not have this capability; a region into which no 'things' can be placed. Now we define that is nothing. That is what lies outside the Universe.