Relative Distance Scales

To set things in perspective, you should recall that the diameter of the presently observed Universe (twice the distance to the most distant objects yet observed) is about 10,000 Mpc. The distance scale associated with the Great Wall is mind-boggling by our normal standards: it would take light more than half a billion years to travel its observed length. However, it takes light more than 30 billion years to cover the diameter of the presently observed Universe, so even the Great Wall is rather small compared with the size of the known Universe.

Furthermore, these statements apply to the known Universe. The entire Universe is presumably much larger (perhaps infinite), but we haven't seen it yet because light from more distant regions has not had time to reach us since the big bang.