Remember the Big Bang that created Galactus? Well, a few other beings were created from that including Infinity, who defines all of space. Try to wrap your head around that concept. I'm having a hard time myself. She's basically the concept of space. What's crazy about these types of entities is that they mess with the world at all in their physical embodiments. Imagine one day if Gravity just showed up and was like "what's up, ya'll? Anyone wanna go out drinking?" It wouldn't make any sense.
Wouldn't you be a little scared fighting Infinity? I wouldn't be afraid of losing. I'd be afraid of winning. When you kill infinity (if that's even possible), do you pretty much destroy all of space? Suddenly we'd be spaceless beings. Again, all of those stuff is hard to wrap your head around.