What will be the final thing to ever happen in the universe?

Short answer: we don’t know.

Long answer:
There are many theories as to what might happen.

1. All the atoms will disintegrate and maybe even quarks too will disintegrate when the dark energy expands the universe too much.
2. There will be no energy differential and so no work can be done anywhere and so there will be no “action” taking place anywhere. Any super-advanced civilizations that might have survived till this end will also die because they won’t have any energy left to use.
3. There might be another big bang, but this is speculation.
4. The universe might collapse back in, but this seems unlikely given our current understanding of the math of the universe.

Note that all of this relies on our current understanding of fundamental laws of nature. We extrapolate from what we understand. If some new better theory changes our understanding, the predictions of the future will change accordingly!

It is fascinating!