We are used to a finite world being a sphere, but we also have experience of a finite world being other shapes, even if most of us don’t think about it that way.
For example, the classic video game Asteroids was on a torus. That’s the same topology as a donut, which might seem odd, since the screen is flat. But in Asteroids, if you fly off the screen to the right, you show up again on the left side of the screen. Similarly, if you fly up, you appear again at the bottom of the screen. If you think about it, this is exactly what happens if you walk around a donut.
You can see that it’s more like a donut than like a sphere if you think about two characters standing side-by-side going around the world and coming back to where they each started. On a sphere, their paths will cross along the way. On a torus (such as the world of Asteroids) their paths will never cross.
In the early Charlie Kaufman film Human Nature, there is a scene with Tim Robbins in the afterlife where his character tries to leave by a door to the left, only to find himself walking back into the same room via an identical door on the right. At that point the character realizes he is trapped in a tiny self-contained universe.
This idea was blatantly ripped off two years later in Matrix: Revolutions, when Neo runs along a set of train tracks only to find himself arriving back at the same station from the other direction. The sad sad thing is that this was the only actual clever moment in the entire film.