This is a common misconception by those poorly educated and overly religious. The Big Bang wasn't a creation event, it was an expansion of existing material, called a singularity. Why this super dense mass suddenly began to expand is not yet known. It is likely the mass was unstable and the result was the spontaneous expansion, much like how oily rags in a cantainer can spontaneously combust due to the instability of the material.
Some believers will claim it was God that started the expansion, but no Gods are known to exist, so irrelevant. We can only explain how the universe works with the facts we have, and Gods, or any supernatural, is not part of the facts we can use.
There is a scientific explanation about how something can come from nothing, and that is well expalined by Lawrence Kraus.
A Universe from Nothing - Wikipedia