The set of all things. A thing itself? If the universe is the set of all things. Does it contain itself? In other words is it a thing itself?

I know its a stupid question, but it really grinds my gears. 

Thanks!

Edit 8.12

Okey, someone here said that it cant exist. So what if it would be a proper class does, that change anything? And when I say "thing" I mean to be distinguishable.

Hope I didnt confuse someone even more!
Typically the way you define this is you let $\Omega$ be the set of all elementary things, and then you pick from the set of all subsets of $\Omega$ (a.k.a. the power set of $\Omega$, denoted either as $2^\Omega$ or $\mathcal{P}(\Omega)$.

Then, $\Omega \in 2^\Omega$ and $2^\Omega \not \in 2^\Omega$, so this setup causes no casuistic problems.

However in your case, defining $\Omega$ as the set of all things you must first define is a set of things is a thing itself or not.
The set of all things (physical or abstract) cannot exist. Put another way, every set must exclude something. 

Suppose the set $U$ of all things did exist. 

$\forall a: a\in U$

Then, there would have to exist a subset $r$ of $U$ that is the set of all things that are not elements of themselves (the so-called Russell set).

$\forall a:[a\in r \iff a\in U \land a\notin a]$ 

In the manner of Russell's Paradox, since $r\in U$, we could then obtain the the contradiction

$r\in r \iff r\notin r$

Therefore, $U$ as defined here cannot exist.