People who believe in god (theists) subscribe to the theistic idea that the Universe was the work of a creator-god. They say that 'god did it', and although many books have been written about the details, there are fundamental problems with the whole idea that a god created the Universe.
Some people say that all things must have a cause, and therefore, god exists as the 'first cause' of everything else. Some theists ask questions like "Who do you think created you?" and "Do you think the Universe came out of nothing... who do you think created it?". These types of questions both rely on the "everything must have a cause, therefore God exists" argument. But this argument doesn't work. Examine these points:
1. If god-believers say that 'everything must have a cause' and state that this means that god exists, then, they have missed a part of their declaration out. Their true belief is that "everything must have a cause, apart from God". The term for God as the cause of everything is the 'first cause', so, this is the same as saying "everything must have a cause, apart from the first cause".
2. God isn't a simple thing; it has thoughts, motivations (to create, to love, etc), it has powers, imagination and its thoughts are themselves ordered logically and coherently so that it can plan things and think about things in a sensible way. In short, God is quite a complicated being.
These two facts combined to produce the more accurate first-cause argument:
3. Theists believe that everything must have a cause, apart from the complicated self-created first-cause that has a coherent internal logic.
This means that the "everything must have a cause" part of the argument must be wrong. It is not true that everything must have a cause. In a causal world, there must always be something that has no cause. There is a different word for the belief that a complicated self-created first-cause that has a coherent internal logic requires no first cause: atheism. Because if such a complicated thing can exist without a cause, then that first-cause could well be an atheistic Universe, complete with a few internal physical laws. If you argue that everything has a cause except for god, then, you might as well argue that everything has a cause except the universe, and admit that there is no need to theorize that God exists. So if you accept the first-cause argument then it does not prove that God exists, but instead it proves that the Universe could be without a creator at all.
Some philosophers have even realized that God is more complicated than an uncaused Big Bang. When it comes to comparing arguments where there is no hope of actually getting any physical evidence, there is a long-standing heuristic to help distinguish between theories, called Occam's Razor: it turns out that when all evidence is accounted for, the simpler of any two theories is more likely to be the correct one. The theory with fewest assumptions is more likely to be true. God requires many properties and complexities such as consciousness, thought, personality, creative drive, love, etc: All of them must have been derived from somewhere. There are fewer unanswered questions if we discard these complexities and admit that there was no creator god.