Well, to flip the question, to those who believe in the big bang (and to be clear I believe in both god and the big bang) where did the singularity that kicked off the universe come from? In every creation theory there is something that must have been there in the beginning with no explanation of where it's from. Religion has God. Science has the singularity.
In truth if you believe in God, and God created everything including Time, God would be a constant. Time does not exist for Him because time is simply something He created, and as such He does not operate within it. Therefore it's not that God was around before the universe. There is no before, or after. We are applying Time, a limiting factor of our Universe to a Being that does not operate within it. It is in that sense that God has always existed.
Imagine that there is no Time, only one singular instance. Everything that has ever happened, is happening and will happen is occupying the same moment in that one instance. Because we exist in Time we experience these things linearly, but it doesn't have to be viewed that way.
Who says it had to come from somewhere? Mater and energy can't be created or destroyed.