In the short term, it's nothing. The most perfect vacuum ever created by humans is not as empty as the emptiness of interstellar space. And there is a great deal of this nothingness until you get to the next bit of something. Our nearest neighbor in the cosmos, Proxima Centauri, which is part of the three-star cluster known as Alpha Centauri, is 4.3 light-years away, a sissy skip in galactic terms, but that is still a hundred million times farther than a trip to the Moon.
To reach it by spaceship would take at least twenty-five thousand years, and even if you made the trip you still wouldn't be anywhere except at a lonely clutch of stars in the middle of a vast nowhere. To reach the next landmark of consequence, Sirius, would involve another 4.6 light-years of travel. And so it would go if you tried to star-hop your way across the cosmos. Just reaching the center of our own galaxy would take far longer than we have existed as beings.
Space, let me repeat, is enormous. The average distance between stars out there is 20 million million miles. Even at speeds approaching those of light, these are fantastically challenging distances for any traveling individual. Of course, it is possible that alien beings travel billions of miles to amuse themselves by planting crop circles in Wiltshire or frightening the daylights out of some poor guy in a pickup truck on a lonely road in Arizona (they must have teenagers, after all), but it does seem unlikely.