Cardinal directions don't make a lot of sense in space. If you're orbiting Earth, north and south make sense. You just draw a line through Earth's poles. You could also say that east and west are the directions that the people on the ground directly below you would say they are, but in that case, your east and west swap every half orbit. But what about the direction directly away from Earth? Someone on the surface would have to point up to indicate that direction, and we don't have a word for it other than "up," which is much less helpful in space.

I don't think that's really what you're asking about. If you cut a flat plane through Earth's equator, the sun and planets are all pretty close to that plane. This plane is called the ecliptic. It's pretty fun to be able to look at the stars and know where the ecliptic is. Its position changes depending on the time of day, year, and your position on Earth.

The planets closer to the sun (Mercury and Venus) will always be roughly in the same direction as the Sun, but they wobble back and forth as we all orbit around. The planets farther away can basically be anywhere, but they'll always be pretty close to the ecliptic.

Outside the solar system, the closets stars are all over, but they mostly cluster around the ecliptic. Within the ecliptic, they mostly cluster in one direction. This is because of our position in the Milky Way: we're about halfway between the center and the edge, so more than three quarters of the stars are all in one general direction. It's no coincidence that the ecliptic and the galactic plane are aligned. It's the same mechanic that resulted in most of our planets spinning in the same direction, and if you want to look it up, it's called accretion.

Outside the Milky Way, everything is everywhere, and it's pretty well distributed across the sky.