It was all started by God

The heavens are telling the glory of God; and the firmament proclaims his handiwork.  Psalm 19:1 

For thousands of years people have grappled with the idea of an infinite past and whether there was an absolute beginning.  Ancient Greek philosophers believed that matter was necessary and uncreated and therefore eternal.  God may be responsible for introducing order into the cosmos, but he did not create the universe itself.  The writers of the Biblebelieved that the universe was created by God at some point in the finite past.  

In the beginning God created the heavens and the earth. Genesis 1:1 

The differences between these two points of view were debated among Jews, Muslims and Christians, with a mixture of approaches.  The debate reached some sort of conclusion when Immanuel Kant arrived at the conclusion that both points of view were more or less valid.  But there was a great argument that showed that not only had the universe started but that it was indeed created by God.  It was developed by a Muslim philosopher, Al Ghazali in Persia in the 12th century.  He was annoyed that Muslims were being influenced by Greek philosophers. 

Something cannot come from nothing. Here I am quoting loosely from the great apologist and philosopher William Lane Craig (http://www.reasonablefaith.org/) who puts it like this: If you think that the universe can come from nothing then a cappuccino or a woolly mammoth a or a small Lincolnshire town could just pop into existence.  

There are subatomic particles also called virtual particles that are said to fluctuate in and out of existence and sometimes it is claimed that therefore the universe could have popped into existence out of nothing.  But these particles do not come from nothing they come from energy, the energy becomes matter and vice versa when they fluctuate in and out of existence. Space or a vacuum are not nothing they have properties such as energy and time.  Nothing comes from nothing.  Everything comes from something.