This legitimate question is often asked in a sneering manner by those who deny the existence of God. It is actually a very important question for which every true believer should have an answer.
The answer? God did not come from anything. God simply is. He is Necessary Being Who, by His very nature, exists. Rational man can say this, but he cannot fully comprehend it. Our material brains operate in the physical universe which consists of time, space, and matter.
But the God Who created the universe cannot be affected by time, space, nor matter. He is above and outside of these things. Our human minds cannot understand how this can be, but we are forced by reason to come to the conclusion that this must be.
Human reason is defined as the ability to know things and their causes. We know as a fact that everything on earth was caused by something else. Everything on earth is contingent upon something else. The clearest example of this is in human reproduction. There is no human being who simply exists by his very nature. He must receive his life from his parents. It would contrary to human reason to state otherwise.
But it is also contrary to human reason to state that this chain of causality could go back infinitely.
There must be an original–a first–cause that caused all other causes. And this first cause could not be affected by time, space, or matter; because that would imply these things caused the first cause. An unreasonable and illogical proposition.
The only logical conclusion man can come to is that there must necessarily exist a First Cause, Himself un-caused. Nothing caused God–He did not come from anything. Everything comes from Him, because He is the great, First Cause.
And that is worthy of adoration.