..when you close your eyes? The obvious answer is only part of the story. See this amazing post at Cosmic Variance for more.
Now when I was writing this, a similar question popped into my mind, where again the obvious answer is only part of the story. Why is it dark at night? I thought I will just find another post and link to it, but I could not find one (I am sure there are some), so I am writing it down myself.
Assume the universe is infinite, not only in space but also in time. In 17th century, when this question was first considered, this was a very reasonable assumption. In such a universe, wherever you look you will see a star. The stars get dimmer with the square of the distance, but their number increases with the square of distance too, assuming they are distributed uniformly. So at every distance, there is an equal amount of light output. Add infinite stars and you have infinite amount of light reaching you, even at night. This problem became known as Olbers' paradox. Of course, paradox means either your assumptions or your deduction is wrong. It turns out to be the former. Big bang theory tells us that universe does not extend infinitely in time, it came into existence 13.7bn years ago. So stars have not been shining forever, and only light from those within 13.7bn light years of us has reached us. And they won't keep shining forever either. And that is why, at this very moment, it is dark outside.