There are a whole bunch of answers to this question that vary greatly. In many cultures, the beginning is a mythological story. The two most commonly accepted theories along the average person would be:
- The Big Bang Theory: The idea that all energy in the universe was once confined to a singularity, and then that singularity started to expand. The massive outburst of energy was very intense, and under those conditions, energy was converted into matter (as proven by Einstein's famous equation E = MC2
- Creationism: The idea that the entire universe was created at the hands of an intelligent being.