Luke J. answered 01/21/22
Experienced High School through College STEM Tutor
So it's not an evidence proof but it's logical proof.
There is a paradox called Olbers' Paradox.
This paradox states: the apparent paradox that if stars are distributed evenly throughout an infinite universe of infinite age, the night sky should display a uniform glow, since every line of sight would terminate at a star. But with an expanding universe of finite age, visible light from very distant stars has not reached the Earth.
It is really interesting to look into and at least make me rest easy that the universe should be finite.
I hope this helps! Please message me in the comments if you have any questions, comments, or concerns but know that my knowledge on this topic is limited and I didn't go to school for it exactly.