This is a problem for all thinking people, not just scientists. It's known as the "infinite regress" problem or the "turtles all the way down" problem, based on this story, as recounted Stephen Hawking's "A Brief History of Time":A well-known scientist (some say it was Bertrand Russell) once gave a public lecture on astronomy. He described how the earth orbits around the sun and how the sun, in turn, orbits around the center of a vast collection of stars called our galaxy. At the end of the lecture, a little old lady at the back of the room got up and said: “What you have told us is rubbish. The world is really a flat plate supported on the back of a giant tortoise.” The scientist gave a superior smile before replying, “What is the tortoise standing on?” “You’re very clever, young man, very clever”, said the old lady. “But it’s turtles all the way down!”The secular version of the problem is "If the Big Bang caused everything, what caused the Big Bang?"The religious version is, "If God caused everything, what caused God?"It's always been odd to me that both atheists and theists use this exact same problem to point out that the "other side" is irrational. But there's an easy answer: "I don't know." "I don't know" is not an irrational stance. It's an intellectually honest one that anyone, regardless of his beliefs, can give. Let's say I'm a detective, investigating a locked room mystery. I find a dead man on the floor of a room that was locked from the inside. Next to him, also on the floor, there's a revolver, and I can see the victim has a gunshot wound in his head. An autopsy proves that the lethal bullet came from the revolver, and, furthermore, that (going by the angle of the wound), the victim couldn't have shot himself.I say, "I think we can conclude that the revolver was the murder weapon."The chief of police asks, "Okay, but how did the killer get in?"I say, "I don't know."Does it follow from this that my conclusion about the revolver is irrational? Doesn't it make more sense to say that I know some things about the crime scene but not all things?If you have accepted Science as a vehicle for knowing, you are perfectly consistent when you say, "Mountains of evidence point to the Big Bang being the cause of everything we see and can detect, but I don't know what caused it or if it even had a cause."A theist can be equally rational when he says, "My faith..." (or my scripture/revelation/tradition/reasoning/etc) "...proves to me that God created the Universe, but I don't know what (if anything) created God."A theist can claim that God is eternal. An atheist (or a person with a secular view of Nature) can claim that the matter and energy involved in the Big Bang is eternal. In fact, there are five ways to deal with the infinite-regress problem:1. There was no first cause: the current state of the Universe is eternal.2. There was a first cause, which was, itself, uncaused, having existed forever.3. There's an infinity of causes. (Turtles all the way down.) 4. The Universe just winked into being, uncaused.5. I don't know.The problem is any solution is going to involve something existing eternally, many things existing eternally (turtles all the way down), or something coming from nothing. And these are all ideas that don't sit well with human intuition. Any of them could be true, but our senses and brains didn't evolve to understand infinity or something-from-nothing. There also may be systems of thought that, for some people, "solve" the problem by helping them not think about it. I've talked to a couple of theists who have said, "Well, you're right. We don't know what caused God, but He's so awesome. He fills the mind, and so we don't need to think about anything prior. God, as a cause, is good-enough for me." There are physicists who say, "All we can even know happened after the Big Bang. We have no way of detecting anything that came before it, so it's a waste of time wondering about it."These strategies may sound like intellectual cop outs, but we all do this, all the time. "I don't care why you stole that car! Stealing is wrong and you're going to jail." Most of the time, we don't try to follow a causal chain all the way to its end. We don't need to for most purposes. A theist can pray to God without knowing where God came from or just trusting that He's eternal. The work of prayers and worship can get done in the face of mystery—in the face of "I don't know." And a physicist can do his job—can study Nature and learn all sorts of specific things about gravity, quarks, photons, etc.—without knowing the cause of the Big Bang. Luckily for all humans, we can get lots of useful work done without knowing the answers to all questions.