Isaac Asimov wrote the short story “The Last Question” in 1958 about the entropy of the universe, and you should first read the story at this webpage.
To spoil the plot: the story involves humans at different stages into the future asking a supercomputer that collects known data how the threat to human existence posed by the heat death of the universe can be avoided. The computer responds that it has insufficient data. Eventually humans evolve to having immortal bodies and being floating brains in the universe, and then humans evolve to one collective consciousness, instead of separate brains. As the universe ends via entropy, only the supercomputer is left and it tries to resurrect humanity to provide the answer. The crux of the story is in asking what is the point of exploring to colonize other planets, given that all in the universe ends with entropy anyways?
In answer, we must consider the nature of knowledge. How do we come to know things and subsequently to make predictions from the perspective established by the assumptions of that knowledge? The history of the idea of entropy is only two hundred years old, before then it was unknown to humans and they could not have turned such a prediction into a sci-fi short story. The limit of the perspective of scientific facts in 1958 inspired this sci-fi story. Today, there are theoretical ideas such as that we could escape through wormholes into parallel universes identical to our own.
The bottom line is that no one really knows these highly-theoretical things, and it’s best just to proceed pragmatically and with rational optimism. Imagine if primitive humans decided there is no point to exploring nearby territories or organizing complex social structures, because their generation’s limit of known facts predicted that the sky is a blanket over the Earth and if we go too far we run into the evil blanket god. Too much theory leads to paralysis by analysis; it’s better to accept the inherent fallibility of knowledge and to take actions based on the best currently-available limit of known facts while concurrently expanding that limit of known facts. “Science is always in this draft form and this is most clear at the frontier” (source).