So flat does not equal infinite. One option is an infinite universe but there are finite options that are flat in their fundamental domain. The universe has a topology. The part we care about is curvature. Lets drop one spacial dimension. So now the universe could be something like the surface of a sphere it has positive curvature. The defining property of positive curvature is that initially parallel lines converge and the opposite for negative curvature. Now flat topology is where parallel lines remain parallel.

Lets look at an example you got a 2D universe with flat geometry. Its a sheat of paper. One option is that the paper is infinite. Parallel lines on that paper remain parallel. This is the geometry in the fundamental domain (2D) of this universe. Now lets give it a rule, lines going far enough to the left emerge on the right coming back to their start. If you want to embed this topology in 3D you just connect the left and right edge. You got a cylinder. It has flat geometry in its fundamental domain and is almost finite. To make it finite we connect the upper and lower edge to get a torus a donut. It has a flat geometry and a finite size, you go far enough in any direction you get back where you started. As it turns out you can embed a this flat geometry and get a torus without distortions. So add an extra dimension with the same rules and our 3D universe could be though of as the surface of a 4D torus. But there are other options that also have a flat geometry in their fundamental domain but give us a finite universe.

For an infinite universe it has always been infinite. The big bag happened everywhere. You being able to trace back every path to a single point only means that the universe is scale invariant so you can resale it all you want. Lets look at density if you look at the universe now but zoom way out because volume essentially means nothing you see a really high matter density. So your scale for volume is arbitrarily. If you have a collection of points on a grid you can zoom in and conclude that the points have a low density but zoom out and see that they have a high density. If the universe is infinite you can pick an arbitrarily large scale and there is always a scale where the universe looks the same. Infinite means that you have no reference points for scale, there is no true scale to the universe. Well the only problem is matter being finitely divisible so something like the size of an atom kinda gives a scale to the universe. But the thing is an infinite universe is consistent with the data we have.

And yes infinite energy is a consequence. And infinite density only means that the volume you pick is arbitrarily. Scale it up and density grows approaching infinite scale it down and it approaches 0.

And flattenes from the CMB is basically just draw a triangle as big as you can, so the two other points on the CMB is the largest we can make. Add up the angles, if its <180° thats negative curvature if ist >180° positive curvature and =180° means flat geometry.

So all in all you can think like this the global properties of the universe don't change. It always has an infinite density and an infinite size, but local properties can. You have a numberline with all the natural numbers. You can stretch the nubers and create larger gaps, the length of the numberline and the amount of stuff it contains remains and you can zoom out to get back the original "number density".

1-2-3-4-... early universe

1---2---3---4---... current universe zoom out and you see

1-2-3-4-... again.

Zoom out even further and everything overlaps.

● - you pretty much see a point.