Fifth part here.
Not only stars die.
Our galaxy will eventually be swallowed by the black hole in its center, like most other galaxies, and that will probably disappear too. Recently a group of Italian physicists has claimed to have observed just that, something Stephen Hawking predicted in 1974: the evaporation of a black hole. It has to be verified, but even protons are thought to be unstable in the very long haul. Matter itself, given enough time, could degrade into nothingness.
Our universe contains only a finite quantity of energy for intelligent life to exploit.
If you've followed me to this point you already know what I'm about to say: we should plan ahead. We should envision ways to tap that energy. We can start small, as always, from Sol. As of now nearly all of its radiation is wasted in space. We could build a Dyson sphere (or a Ringworld) dismantling what remains of the planets in our star system, trapping the Sun inside and using all of its energy. We could live on the inner surface, at various degrees of gravitational pull. We can go further on and begin to farm the Galaxy. If we will able to gain control over gravity we will perform wonders. Once a star is used up we could gather still young ones and arrange them in schemes, each one with orbiting planets of our choice. We could even cause new bursts of stars formation modifying the concentration of interstellar gas. We could exploit the energy released by evaporating black holes, harnessing their x-ray emissions.
We could leave behind our bodies.
We could learn to live as coherent information finely embedded in the fabric of spacetime itself. Freeman Dyson envisioned something like that.
After that, I really don't know.
It's hard to imagine how we will appear many thousands billion of years from now. We will be alien. We will be utterly incomprehensible to a modern human being. We will be creatures of energy. I don't know.
One thing, though, I do know: we should start working on our survival now.
None of this will be feasible if we don't set our mind to it.
We have the capability, the technology, the infrastructure, the economical potential to build it all. We could lose it in a matter of a few years, a few centuries at best.
Still, we don't try. We're not at it. Not even remotely.
We're limited, but we demonstrated time and again that we are able to overcome our limitations by means of our ingenuity and intelligence. We can do it if we really learn to cooperate, if we give proof that we are mentally sane as a species. If not, then we deserve extinction.
The choice is ours.
What do you want to do?