When look at the cosmos we don't see how things are, but only how things were in the past, in fact, a collage of how things were at many different times, like a superposition of many concentrical spherical photos from different times each showing only some objects (each photo being older the further away we see).
To deal with this (with the issue of the finite speed of light in general), sometimes I find useful the following analogy:
Remember the middle ages, when phones and tv's did not exist and the faster men could travel was by horse. The king is in his castle, an attack to the south of his country breaks-in, and a messenger leaves by horse to tell the terrible news to the king, but it's a 3 day journey. The king sits comfortably enjoying life in his castle, unaware that his kingdom has been attacked. For him, no attack has happened at all. The way he perceives the world is not what the world really is at that moment.
You can refine the analogy by realising that different types of signals could travel at different speeds. If attack was not too far, maybe they could immediately see a smoke column, but didn't know if it would be an attack or just an accidental fire. Other news might arrive by a messenger pigeon quite quickly, others at horse speed, or walking speed etc.
In any case there was a time lag between events "really happening" and "knowing about them", and the information or image available at any moment was a mix of data from different times.
So what happens with our perception of the universe should not be so puzzling at all for us humans, who have had to deal with limited information speeds for most of our history.
