Voyager 2 has five science instruments on it: a magnetic field sensor, two instruments for studying plasma, and two instruments to detect energetic particles in different energy ranges. Combining the findings of all these instruments, researchers were able to figure out where the environment created by our Sun ends, and where the vast unknown of interstellar space begins.
The Sun's heliosphere (the bubble of space that surrounds, and was created by the sun - our universe exists inside it) is filled with plasma (gas that has electrons stripped from some of it's atoms), and interstellar space is also filled with plasma. The plasma inside the heliosphere is hot and sparse, while plasma in interstellar space is cold and dense. The space between stars in interstellar space also contains cosmic rays, or particles accelerated by exploding stars. The planets in our galaxy are protected from the radiation of cosmic rays by the heliosphere.