We consider Heliopause as our solar system's boundary, Galaxy has its own boundary, certain theories says that there can be lots of universes, only when we define a boundary we can distinguish a universe, then (in generally) what defines our universe's boundary ?
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1There are horizons, not boundaries. https://en.wikipedia.org/wiki/Cosmological_horizon – Daddy Kropotkin Sep 02 '21 at 12:38
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We can easily observe other stars and stellar systems, as well as other galaxies; since we don't (yet, anyway) observe other universes, it's not an analogous situation. – Peter Erwin Sep 02 '21 at 12:40
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General Relativity says that our universe is a manifold and you can have two types of them, with or without boundary. For example, an infinite plane has no boundary, but an apple has a boundary given by its shell. A definition of boundary implies understanding of differential geometry and is given here as well.
As an example, physicists often say our universe is a AdS manifold. Physically, the point on the boundary must be a place where you cannot pass through.
In order to distinguish the universes as separate entities, it is not necessary for them to have a boundary. For example a buble has no boundary but is finite in volume and you can have lots of them in different places.

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