You can memorize a verbal description or mathematical formula that represents the concept of infinity. But to try to fully understand infinity itself with a finite mind is an exercise in egotistical futility.
For instance, I can describe infinity as an ever-expanding mathematical process without limits, but this is not infinity itself.
As an even further, albeit inverted, model of infinity would be to describe the topography of the Earth in the most minute detail. Sure, you know where australia is, and may even be able to draw a fairly accurate outline of its coast. But there is no way that one mind would have the capacity to memorize the position of each individual grain of sand, as well as an approximation of the velocity of each of those grains of sand, and in turn predict where each of those grains of sand will be and how fast it will be going in the next second.
(... disregarding Heisenberg's uncertainty principle, of course.)
Now consider that each grain of sand is composed of trillions of silicon atoms, and these atoms each have electrons and nuclear components, and each of these components are composed of quarks, and each quark may have even smaller components...
This is called infinite regression - reduction of scale down below the sub-atomic level. And one brain could not possibly contain the position of each quark in each atom of each grain of sand, simply because there are fewer neurons in the human brain than grains of sand in Australia - the data exceeds the available capacity.
Now consider that there is a but a finite number of grains of sand in Australia, and compare that concept that an infinite number of sand grains would fill the entire universe, and you may begin to understand how the human mind fails to fully comprehend infinity.
Only the Infinite can truly understand infinity.
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The mere fact that science may not yet adequately explain an object, event, or experience does not mean the immediate explanation should automatically default to a conspiratorial, extraterrestrial, paranormal, or supernatural cause.