Imagine you are in inside of a giant beach ball, walking on the surface. You will never find an edge, and it is meaningless to talk about such a thing. Yet the space is finite.
That is indeed where the analogy starts to crumble. The reason is that space itself is curved. It is curved by the matter inside it. Still the property holds that if you travelled far enough fast enough you’d come back to where you started.
Conversely, the surface of the beach ball has no "center". It's also fun to realize if you blow that beach ball up, from the point of view of any point on the ball, all other points grow further away.