Like everyone one else, I cannot give a scientific or logical answer. I'll just quote from my article "Agnostic Apoplectics - the Ant, Mr. Smith and a Bikini" posted elsewhere here. By the way, it was flamed for being too long and not "dumbing it down" enough. So you will never know about the Bikini. Oh well.
Part 1: The Prime Mover.
This is what those in the philosophical trade call the First Thing That Existed. We live in a causal world and think in a causal way so one must assume the concepts of First and Only.
The Prime Mover either always existed or created itself for no other reason other than it felt like it. Its true nature is beyond human comprehension, scientific investigation and proof.
However chaotic and purposeless the Universe science say it is, it generated intelligence (or what we fondly call intelligence) within it with us. If it can do so now, it could have done so earlier. So at the start of the thesis, I think it is an honorable draw between the Wise Hen and the Dumb Egg.
What is the mechanism of the Prime Mover?
If it always existed then one reasonably assumes it was not subject to time. Assuming Einstein, that seems to make sense. But then it gets silly. In order to detonate into the Big Bang it would required an enormous store of energy. But where does energy come from? According to school physics, it comes from any mechanism doing Work. But to work requires interaction and reaction with secondary entities such as internal components or other nearby entities. But the Prime Mover, by definition, was a singularity, unique and alone.
It could not Move otherwise energy would flow and space would be created and time would start running. And it would begin to die. Nor, without any components, it would have anything to trigger the Big Bang. It would be like a grenade with no fuse or explosive. So, to sum up, an immortal Mover cannot create and a creating Mover cannot be immortal.
This argument assumes Einstein’s theories. But if there was no energy, space, mass or light, where does the E=mc2 come from?