This is one of the most important question!
We already know that we are the 3rd planet in our Solar system and that we are located in the Milky Way - so far so good - but if you think of where we are in the Universe, it becomes slightly more complicated.
Fortunatly for us, some great minds have successfully dropped a pin on our location - the Laniakea Supercluster - coming from the Hawaiian language, Immense Heaven.
The Milky Way is a galaxy that contains 100 billion Stars (like our Sun), a cluster has hundreds to thousands of galaxies, a supercluster spans across 500 million Light Years (meaning that Light would take 500 Millions years to reach us) and gathers 100,000 galaxies.
In the Observable Universe - Fig 1 - there is an estimate of 10 Million superclusters - this should give you some perspective on how big our Universe is and Fig 2 should give you an idea of our cosmic location.
It could be overwhelming to understand how vast space is but if you ever feel insignificant, remember that they are more atoms in your eyes than there are stars in our Universe.