The self existent One (Brahman – Atman or God) is omnipresent, because He has no form. That which has no form or shape, that which is not limited by space or time, cannot live in a certain place. How can it be? It is everywhere, omnipresent, equally present through all of us.
The infinite cannot be two. If the soul be infinite, there can be only one Soul (atman), and all ideas of various souls – you have one soul, and I having another and so forth – are not real. The Real, therefore, is one and infinite, the omnipresent Spirit. And the apparent man is only a limitation of that Real. The Real, the Spirit, being beyond cause and effect, not bound by time and space, must, therefore, be free.
But there is the real existence in and through everything; and that reality, as it were, is caught in the meshes of time, space and causation. There is the Real, the infinite, the beginningless, the endless, the ever blessed, the ever free. He has been caught in the meshes of time, space, and causation. So has everything in this world. The reality of everything is the same infinite.
That infinite pleasure is not to be got through the sense, or, in other words, the sense are too limited, and the body is too limited, to express the Infinite. The Infinite must be sought in that alone which is infinite, and the only thing infinite about us is that which is within us, our own soul (Atman). Neither the body, nor the mind, nor even our thoughts, nor the world we see around us, are infinite.
This pursuit of the Infinite, this struggle to grasp the Infinite, this effort to get beyond the limitations of the senses – out of matter, as it were – and to evolve the spiritual man – this striving day and night to make the Infinite one with our being – this struggle itself is the grandest and most glorious that man can make.
Source – The Complete Works of Swami Vivekananda (Calcutta; Advaita Ashrama – 2.413, 2.78,32, 2.62, 175, 66)