The Big Bang.
I assume your next question will be "What caused The Big Bang?"
Well, that question doesn't actually make sense. You see, time didn't exist "before" The Big Bang, so there was no causality. In other words, The Big Bang happened because it happened. Ok, so it's a bit more complex than that. I'll explain further below, but be warned: It's rather scientific and basically just says what I've already said but in a much cooler and harder to understand way.
So you decided to keep reading then? Great! Here we go!
Everything is an expression of mathematics. The really cool things about mathematics is that it's trans-universal. Our universe is made up of tiny little wobbles that we call strings - strings do a lot of really cool things, but most importantly of all, they are "the equation" for any given universe. You see, there are a whole lot of universes out there - an infinite number actually - well, no, actually there are infinite infinite universes, but the number of universes isn't really relevant to this discussion. The point is, the entirety of a universe is defined by its "equation" - some universes are unstable and collapse as soon as they begin, others (like ours) last for a pretty long time, but eventually fall apart, and it's possible that there are some lucky universes that get to exist for an unlimited period of time.
Time is a funny concept. It only exists within a universe. Every universe has it (actually, two dimensions of it, but that's irrelevant to this discussion). Because time only exists in a universe, it doesn't make sense to ask what causes a universe to exist, because cause and effect requires time. Rather, a universe exists because it has to. It's an expression of probability in an infinite infinite manifold of mathematics.
So in summary: There are infinite infinite universes. Each universe is a mathematical expression, and they have to exist because math is absolute. So, nothing caused The Big Bang. The Big Bang happened because of math, and you, everyone else, and everything else all exist because of the big bang.
Now I don't really feel like discussing philosophy, but there are some cool questions that this stuff introduces. Like "If I'm just a result of mathematics, then am I real? Does it matter if I'm real? What does it mean to be "real"?