I think we've all asked this question. I didn't watch the video, but would like to comment. Oddly, the philosopher Kant probably said it best--we think along the lines that we were preconditioned to accept. We cannot get behind the instructions in our brain we were born with.
So we have a category in our thinking that says all created things must have a beginning and an end, of sorts. Things, as we think of them, are finite and must not have an eternal origin.
But these kinds of things are only based on finite things, which are the only things we know outside of God Himself. So we must not conflate the categories we apply to finite things to an infinite Being. Who said that God must have a beginning? We know nothing outside of our finite world that is like that, and yet we can know God, an infinite Being.
It's strange but we can fit into our finite brain the conception of an infinite Being who has no beginning. Why, we should ask, should God have to have had a beginning? Nothing informs us that He should, or that He would, if He is God at all, if we truly experience Him at all. If He did not exist, then neither would we, the finite beings He created.