I don’t think there’s an easy answer to this, but there are things that can be said.
I came from my father, he came from his father, etc. It used to be argued that this can’t go on forever. There has to be a first cause, or there’s no explanation for the whole chain. (The argument isn't quite what it sounds like. It's not exactly that I came from my father, but that my father's existence is necessary to explain my existence. Even if we could imagine an infinite series of fathers, what would cause them to come into existence?)
While I agree that there has to be an ultimate, the classical arguments all assume that it must be a thing, which is then taken to be God. I think there are two possibilities for what is ultimate:
* an eternal thing
* an eternal process
I don’t see why the ultimate has to be a thing. I think it can just a well be a process. Given what we know about the universe, this would be a process that generates universes.
Now in principle, the Big Bang could have come out of nowhere, in which case the Big Bang would be the ultimate. But I don’t think many scientists find that persuasive. They envision a series of big bangs, or eternal inflation out of which the big bang came, or something. Basically, some ongoing process without a beginning.
So while logically I guess there are lots of possibilities, the only ones anyone has taken seriously are a single entity, which by definition has to be beyond this universe. I.e. something like God. Or an eternal process.
The question of why either of these things exists is one that philosophers have looked at. Classically, it was thought that God is “necessary,” that is, it would be logically impossible for him not to exist. I’m not sure quite how you’d go about showing that. I think the classical arguments might show something slightly weaker: that logically speaking God must exist if anything is to exist.
Presumably if the ultimate is an eternal process, that process would be necessary.
Because no one has (as far as I know) shown that either of these is actually necessary, I think it’s open to argument just what the ultimate is. But if it’s God, then by definition God didn’t come from anyplace, since God is what causes everything else to exist.
Indeed it’s even possible that both are ultimate. I think I can demonstrate that if the ultimate is a process, there must also be an eternal God. Basically, I claim that any scheme out of which universes can come can also generate intelligence. And since this process is assumed never to have had a beginning, that means that there’s been infinite time for an intelligence to develop. That means that if there’s even the smallest chance for it to happen, it would have happened, and that intelligence would have had time to become unboundedly knowledgable. I.e. I think if a process is ultimate, it’s inevitable that something that we would call God would have evolved. Hence whether the ultimate is a first cause or a process, in either case we would have God, and by the mathematics of infinity, God would be eternal.
(The final claim is a bit mind-blowing. Basically, if God would evolve, then we can prove that he’s always been there, as long as his evolution takes a finite time, even if the time is enormously long. Suppose it takes N years for God to evolve. For any time T, there is more than N years before it, by the mathematics of infinity. So God already exists. So we conclude that at all times God existed.)