Furthermore it’s not about just life but intelligent life. Life in form of microbes could be all around the Universe. But intelligent life could be extremely rare or it could be just too early and we could be the first of many species to come. It’s not egoistic to think so, it doesn’t make us feel unique and special, more likely it makes us feel depressed thinking that we are the only ones or the first of many to come.
If you take the Drake equation for example and tweak a couple of pessimistic numbers you realize it doesn’t take long before you come to the conclusion that life is extremely rare. A very good implementation you can find here: http://www.bbc.com/future/story/20120821-how-many-alien-worl...
I would also like to point to the Fermi paradox. Given the aforementioned Drake equation many scientists have made estimations about the number of civilization in our galaxy. Estimations vary from a few dozen to the thousands. But if there were even one advanced civilization in the galaxy they should already have made contact somehow. That is the basis of the Fermi paradox, you can find more at Wikipedia: http://en.wikipedia.org/wiki/Fermi_paradox