Where is the entire internet data stored?

There is not a location where 'the internet' is. The internet is a connection between your computer and the computer where you are connection to is hosted. For example, the site google is hosted in California, so when you go to www.google.com, you are just connecting to the google servers in California.

The Internet is made up of interconnected computer networks (hence the name) and was created so that there is no single central storage point; each network can connect to and share information with all the other networks.