We can't say anything for certai ln. All we got is 'i think so I am'. But putting some practical assumptions down seems to get us places, so there's that.
Space is understood to be finite because it seems to have had a start and be expanding at a finite rate.
I take the simplest explanation by default unless it's proven wrong.
Consciousness is a tricky one since one can't measure it at all. So scientific approaches tend to immediately fail.
Time is how we pervieve things, simplest explanation is that time moves how we perceive it. Physics seems to work with causality as we observe, so that's useful.