The universe is filled with stuff that stuff is getting further and further apart, and we are not making new stuff. At some point all the stuff will be so far apart it'll never interact with anything ever again.

Entropy

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Your topic should be clear from your title. Your title is pretty vague. Entropy has been covered pretty well in past threads, you should search and see if you can find something there.

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Entropy is a measure of how many different (microscopic) states would meet a given (macroscopic) description. For example, suppose we have 64 pennies on a chessboard. There's exactly one way for them to meet the description "all on square a1": the first penny would have to be on a1, and so would the second penny, and so would the third penny, and so on. On the other hand, there are 64!≈10^(89) ways for them to meet the description "one penny per square": there are 64 different pennies that could be on square a1, and after that's chosen there are 63 different pennies that could be on square a2, and after that's chosen there are 62 different pennies that could be on square a3, and so on. So "one penny per square" is much higher-entropy than "all on square a1". Similarly, a universe where all the matter/energy is in one place ("Big Bang") is lower-entropy than a universe where the matter/energy is all spread out evenly ("heat death").

There's a weird sort-of-law of physics that says "the entropy of the universe always increases over time". It is, in fact, the only known difference between the future and the past: all other laws of physics work the same in reverse as they do when running forward.

The Big Bang is like a bomb exploding. It starts off nice and ordered. Over time it gets more disordered. The direction of time is defined by the change from order to disorder.