I can't speak to all peoples and cultures, but insofar as Western and especially European belief-systems, much of what was popularly believed stemmed from Biblical cosmology and Medieval European alchemy.

Genesis 1:6–8 states:

Then God said, "Let there be a firmament in the midst of the waters, and let it divide the waters from the waters." Thus God made the firmament, and divided the waters which were under the firmament from the waters which were above the firmament; and it was so. And God called the firmament Heaven.

Many Medieval alchemists considered Genesis to be coded instructions for the process of generating matter and life. They took the Genesis creation story and applied it to the Pythagorean Tetractys, the 4 or 5 element system, and the duality of Heaven—Earth, i.e. "As above, so below."

The Firmament is a vast, solid dome of metal that contains the physical world. The original Hebrew words and language (raqia/raqqe) suggests that God making the Firmament was much like a smith hammering out metal, while other instances describe the process more like God "pitching a tent." Remember, the early Hebrew people were desert nomads, so sky/tent motifs were very important.

The exterior of the Firmament is known as the Empyrean Heaven and it contains beings of light/energy including Angels and possibly also God. These celestial beings are immersed within and breathe a divine fire/air (light?) known as Aether. Aether is the heavenly counterpart to earthly Fire.

The interior of the Firmament is essentially "outer space" and also contains Aether, though this form of Aether is more a divine water/air (dark?) that functions as the heavenly counterpart to earthly Water.

Additionally, the celestial orbs (Sun, Moon, Stars) do not orbit freely within the interior Firmament. They instead are concentrically embedded within the interior "face" of the Firmament and rotate on fixed circular tracks.