Where's all the light going in the universe? According to my knowledge, matter can not go faster than light, and light is emitted constantly in the universe from many types of reactions.
If this is so, then isn't light constantly getting past all matter in the universe and so being lost. This would mean that energy is constantly being lost from the universe.  
If there is no evidence of this(is there?) then doesn't that mean that the light(energy) is coming back? And if so how?
 A: Cosmology usually adopts something called the "Cosmological Principle", which is that, on large scales. the universe is homogeneous and isotropic. Therefore the universe looks the same wherever you are and looks the same in all directions.
Thus light emitted from our part of the universe travels outwards and is received by distant parts of the universe sometime in the future. Light emitted from distant parts of the universe now will reach us sometime in the future. The light does not leave the universe, it just goes somewhere else. Likewise we continually receive light that was emitted from distant parts of the universe in the past.
So, whilst the density of light energy can (and does) change, the energy contained in the light is not "lost" from the universe. 
A: 
If this is so, then isn't light constantly getting past all matter in the universe and so being lost. 

It may be, but we have no way to know. We do not see far enough to see what happens on the edge of the material universe. 
Even if there is such edge and only vacuum beyond, energy of the material universe does not need to decrease, because there may be light present everywhere including that vacuum.
A: The starlight are solar system receive contains much less energy than the sun emits; the conclusion is - it can't be sustainable, it can't be an eternal/stable system. 
Generally we can see that the sky is dark, and at non-visible wavelengths there is scant energy. Any significant energy emission a local object makes is unlikely to be returned.
If there are infinite stars in the sky, why isn't it white? Light from stars beyond the edge of the observable universe cannot even reach us. 
You should not, then, be surprised that many currently popular theories suggest the universe is a changing system - but the changes are on a grand timescale. The wikipedia page on the ultimate fate of the universe might be an interesting read.
A: If there are places in the universe where the space itself expands faster than the speed of light then the light could end up being trapped there. According to our current knowledge this is not the case on the edge of the black hole as light there cannot have stable position. It will fly away from the black hole or hit the singularity. 
