Is it possible for creatures with intelligence more advanced than humans to evolve naturally in the universe?

Social groups, and theory of mind. You needed to keep tabs on everyone in the group and understand their drives. Being able to negotiate. It takes intelligence to succeed with this.

And since the universe is so enormously big, it would be strange if we were the most intelligent creatures. Though, we will probably never find out.

Possibly, for us, it was a combination of different things after it reached a certain level:

Why is the mainstream media, traditionally liberal except for Fox, not reporting on Trump like he's a traditional candidate who has ideas, values, and a concern for the common good?

Then we can wonder about the evolutionary selection pressure for intelligence.

Human intelligence is limited by how the brain works, and how big the head on a baby can be.

Aliens may have more efficient brains than humans, like birds, or even more efficient than any animal on Earth.

Why is the French way to say please is "S'il te plaît" and not "Pour Favour" like Spanish and Portuguese "Per Favor" and Italian "Per Favore" in the Romance languages group?

Sexual selection. Intelligence is sexy. If you could tell a better story, make a better plan, make a better tool or weapon, you would be popular and get laid.

They may also not have the same limitations for the size of a birth canal. If they are similar to marsupials, the baby would be born very small and then develop in the pouch, without head restrictions of the birth canal.

So let's say that the aliens have fewer restrictions on brain size, and have more efficient brain wetware, and are subject to sexual selection for intelligence, then they will likely be much more intelligent than us.

What is a common thought that keeps people up at night? Why do some people experience this?

Right here on Earth, birds have at least twice as dense brains as humans. That means that they cram at least twice the computing capacity in the same space as primates. If we had bird brains we might have been much more intelligent.