@deni: “It’s just a theory. That’s what creationists say about evolution, too. I respectfully disagree. “Theory,” in the scientific sense, means far more than “unproven hypothesis” or “pure speculation.” Big bang cosmology is settled fact.
It rests on three main pillars of evidence accumulated over the past 80 years or so: (1) Hubble’s Law of uniform expansion of the universe, discovered in the 1920s. As is often said, if you “play the movie backwards” then everything emerged from a cosmic pinpoint. (2) The cosmic microwave background (CBR) radiation, discovered in the 1960s, the “afterglow” of the big bang predicted by calculations. (3) The relative abundances of hydrogen and helium, with close agreement between observed numbers and predictions based on the Standard Model.
Taken together the massive amount of observations, and strong agreement with theory (by theory I mean a consistent & detailed explanation capable of making predictions of future observations), leads any reasonable mind to conclude that the big bang happened.
CBR was discovered when I was a kid. Before that, I remember, the big bang theory competed with the steady-state model of the universe, relegating big bang to mere hypothesis. In fact “big bang” was coined as a term of ridicule when the hypothesis was first proposed. After CBR the issue was largely settled. In the ensuing 50 years the case has become airtight.
Of course the exact nature of the big bang itself, or what might have preceded it, remains a deep mystery where speculation abounds. Nobody can answer the title question of this thread. But if you go where the evidence takes you, you must accept the big bang as fact regardless of how it came to be.