Shelley, just to add more to your confusion....if you scaled the distance between Proxima and the Sun to 1 mile, the distance across our Galaxy would be approximately equal to the circumference of the Earth, roughly 25000 miles (if you take the accepted textbook diameter of the Galaxy, which in fact is quite a bit short of the latest measurements).
And, if you then decided to use the same scale for the rest of the Universe, the most distant objects we can see (at their co-moving distance, around 42 billion light years), would be about the same distance away from us as the diameter of the Solar System...about 11.25 billion miles
It means, in terms of actual AU's, the Universe is approx' 3.12 x 10^15 times the distance in its radius as the distance between the Earth and the Sun
In other words, it's HUGE