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A question that bothered me a lot when I was younger, and it bothered me even more when I found out about Olber's Paradox. Here's my take.
Music used:
Revised Youth - Broken Kites:
http://www.archive.org/details/brokenkites_the_envious_dead
Touch the Sky - Iambic^2:
http://www.archive.org/details/laridae031