My biggest skepticism of the multiverse or even an infinite universe is the amount of energy required. Here on Earth energy is finite and cannot be recreated without using more energy in the process.
For an infinite universe or multiverse with infinite mass, you'd need infinite energy, right?
Infinity seems more like a concept than a physical property. It's easy to imagine an infinite number line, but harder to think about an infinite number of intelligent beings (which I suppose would be possible in an infinite universe).