The surface of the planet we live on is curved in such a way that it limits our vision. For this reason, people in those times had to actually go somewhere in order to see what was there.
While it’s possible that our universe might be a negatively-curved 3-dimensional surface of a 4+dimensional hypersolid, what we see through telescopes looks like a 3-dimensional space. We can see really far, and we see lots of stuff. Thus we have a pretty good idea of what we will find out there before we go.
Unfortunately, it’s unlikely that we’ll ever explore most of it. Things outside our Solar System are just too damn far away for us meatbags to reach. Fortunately, the System itself holds wonders seen and unseen, and I suspect we’ll someday find something so cool it makes the discovery of a “new world” akin to finding a penny in your sock.