The Nothing is a parallel world between what is real, and what isn't. If you come here you get free stuff at stores. Gertrude and Samantha Johnson accidentally drove off a cliff and arrived here in the tornado mod video during their family reunion where everyone died. The Nothing is very similar to The Void from The Elder Scrolls series, both are a pitch black area where no life is present, and both are considered dark and mysterious.
In the fan series PIE: West Coast Samantha is revealed to have been trapped in The Nothing after the events of the familiy reunion until she was rescued by PIE two years later.