I'll walk you though it. You will be dangerous by the end of the tour.
The short answer to this question is from a quantum tunneling event and it was created from nothing.
Our universe is made of four kinds of so-called elementary particles: neutrons, protons, electrons, and photons, which are particles of radiation The three particles exist also as antiparticles, the particles constituting matter, the anti-particles anti-matter. When matter comes into contact with anti-matter they mutually annihilate each other, and their masses are instantly turned into radiation according to Einstein’s famous equation,
E = mc2, in which
E is the energy of the radiation,
m is the annihilated mass, and
c is the speed of light.
Through experiments we have observed paired particles popping into existence and annihilating themselves leaving only radiation. They always pop into existence as symmetrical pairs. So the most reasonable expectation is that exactly equal numbers of both particles and anti-particles entered the Big Bang - the cosmic explosion in which our universe is thought to have begun - resulting in an enormous compression of material and a tremendous storm of mutual annihilation, ending with the conversion of all the particles and anti-particles into radiation. We should have come out of the Big Bang with a universe containing only radiation.
In 1965, Arno Penzias and Robert Wilson at the Bell Telephone Laboratories in New Jersey discovered the cosmic background radiation - a new microwave radiation that fills the universe, coming equally from all directions, wherever one may be. It is by far the dominant radiation in the universe; billions of years of starlight have added to it only negligibly. It is commonly agreed that this is the residue remaining from that gigantic firestorm of mutual annihilation in the Big Bang.
It turns out that there are about one billion photons of that radiation for every proton in the universe. Hence it is thought that what went into the Big Bang were not exactly equal numbers of particles and anti-particles, but that for every billion anti-particles there were one billion
and one particles, so that when all the mutual annihilation had happened, there remained over that one particle per billion, and that now constitutes all the matter in the universe -- all the galaxies, the stars and planets, and of course all life.
Are you familiar with paired production and the cosmic background radiation? You can read these links later.
en.wikipedia.org
en.wikipedia.org