Here is my Solution
1) I appear at the end of the oldest thing in the entire world.
The oldest thing in the entire world is "space" because it has been there since the big bang. Or, it could be "time"...not sure which one is the correct answer. Both of these words end in the letter 'e'.
2) I am fundamental to society, to the Earth, and to the universe.
All these words contain the letter 'e'.
3) You probably cannot live without me, although I've seen one human do it before in 1939.
I actually got this by first reading the hint and then reading this clue and then finding out the answer, and then reading the hint again and then reading this clue again.
By Gads can be rearranged to Gadsby, which is a book without using the letter 'e' which was published in 1939. Also, fun fact: that sentence in the hint doesn't use the letter 'e'
4) I can be small or big, or any color, or any direction.
The letter e can be small, as in lowercase, big as in uppercase, or any direction as in reversed as in the latin letter 'e'.
The answer, if you haven't figure it out by now, is
The letter 'e'.