Not everything created can be copyrighted. One important aspect of copyright law throughout history is that ideas and facts cannot be copyrighted. For example, you may write a book about capitalism. The words you use to express your idea may be copyrighted; however, you cannot own the idea of capitalism. Ideas belong to our culture.
There is a minimal standard of originality that must be met for works to be protected by copyright. For example, if you were to take a picture of the Mona Lisa, it is a replication of the original. You cannot copyright that picture because it adds nothing original. However, if you were to add to the photo by changing the colors or other artistic elements, you might be able to copyright that image. Lists that lack originality, such as the white pages of a phone book, typically cannot be copyrighted because they do not meet the standard of minimal original content.
Also, facts and processes cannot be copyrighted. For example, a recipe for cheesecake with a list of ingredients, and instructions on how to bake the cake is not copyrightable. However, if you were to include stories of the person who created the recipe, or suggestions for ways to serve it, then that content would be copyrightable.
A work in the public domain is not protected by copyright. You are free to use the entire work however you choose. The public domain is important to us as a culture. Allowing people to create using other people's ideas and works helps us remain an innovative and progressive society. Many important works are in the public domain. Some include:
What is actually in the public domain can be very complicated at times, and it's difficult in some circumstances to find a copyright owner resulting in an orphaned work. Cornell has an excellent chart that details many other circumstances where things fall under the public domain.
For those who wish to explore further...