At school the teacher said that before the Big Bang, the Universe was like a small tennis ball. But where WAS this ball

The lesson here is not to believe everything your teacher says!  We don't know anything about what existed before the Big Bang.  We don't even know if there was a 'before' before the BB.  Time itself may not have existed prior to the BB.  To say the universe was like a small tennis ball is redundant, because there was no universe before the BB - the BB was the creation of the universe.

It is true to say that soon after the BB the universe went from being tiny (possibly tennis-ball sized) to being quite big (don't know how big off the top of my head, but let's just say 1 light-day radius for argument's sake) in a fraction of a second.  (Note that the universe can expand faster than the speed of light, it's just stuff within the universe that is limited to light speed, not the universe itself).  This rapid expansion is called Inflation and was very important in making the universe as we know it.  This still leaves the question, where is the universe?  I'd argue it's in a multiverse, but then where is the multiverse?  Possibly in a brane, but where's the brane?  And so on...

I remember in one Geography class at school a substitute teacher taught us that there is no gravity on the moon because it has no air.  Not surprisingly, I quit geography.

Philosophically, it was up in the air, awaiting the first serve.

Practically, it was nowhere and everywhere. To be able to observe this early universe you would either be part of it (so it would be wherever you were) or outside it without any frame of reference (so it would be wherever you perceived it to be).

Technically, the Big Bang arose from a singularity to create the universe. The universe then reached tennis ball size 10^-25 seconds after this.

As far as every explanation I have read, space and time expanded from the big bang, so all "wheres" as we understand them reside inside the universe, hence asking where? in the traditional way should make no sense. However the explanations always refer to the universe as expanding within a "space" of one more dimension. This was easy to understand: the 4D (space and time) universe expands in 5D space where 5D space may mean that an there are other alternative universes parallel to ours. Now when I read that the universe has 11 dimensions of which some did not expand, my previous statement seems to be like a fossil from a previous era of thinking. But no layman explanation has come to replace it so I still read from scientists that explain the expansion of the universe in those same terms as if an 11D universe should have no implications in such reasonings.... Also, with the discovery that the universe is flat (as far as measuring can tell), the idea of the universe as an expanding balloon seems also to be inappropriate. Then there is the bell shaped balloon analogy which substracts another dimension but does not represent the end of the universe, so it remains as open as a burst up balloon.\ All I know now is that for astronomy, the latest discoveries make the mental picture of what the universe is a lot less intelligible than it used to be before 1998 (when dark energy / accelerating expansion was discovered). The phrase "All I know is I know nothing" seems more applicable now than ever before, and many new discoveries and ideas only highlight this chaos. Eventually, I hope, theory will establish a basic set of ideas on which the rest of physics, and some clever scientist will give us an analogy that is again clear enough for us to digest this new picture of the universe. For now, all I can do is repeat like a parrot all the different ideas that are out there even if some are decidedly incompatible and hope for a better picture once some of them start being discarded in experiments. For all we know, dark matter may not even exist and all we need to do is Adjust newton a little to explain things away. I think we are too obsessed with elegance in our theories and that is the Medieval Vatican attitude of today. The moment we cling on to classical ideas we are delaying progress. Even if classical is what was good just a few years ago.