Also referred as: something can't come from nothing, Cosmological Argument, Every effect has a cause, First law of thermodynamics proves God exists, "Prime Mover", "Unmoved Mover"
Everything that exists in our world is the result of some sort of "first cause" which brought about its existence. Therefore, there must have been a force which created the universe. That "first cause" is what we call God.
The cosmological argument could be stated as follows:
Therefore, a First Cause (or something that is not an effect) must exist.
According to the argument, the existence of the Universe requires an explanation, and the creation of the Universe by a First Cause, generally assumed to be God, is that explanation.
The problem with the First Cause/Cosmological Argument is the claim of "creation". The idea that something comes from nothing, or the nature of "non-existence" is incapable of being observed or scientifically studied. Theists misrepresent the concept of "creation" by suggesting that in the process, something is brought into existence (i.e. "a watch is created by a watchmaker") but in reality the watch was merely fashioned from existing material that were already present. There was no actual creation in the manner in which theists imply something came into existence from nothing.
Like many arguments of this nature, theists make a special pleading to exempt God from their argument. If everything that exists must have a cause, who created God? Variations of this argument employ the first law of thermodynamics to imply that God has always existed because the first law of thermodynamics says matter can neither be created nor destroyed. Nice notion, but it still doesn't prove there's a God. It merely suggests there's more for us to understand, and every day scientists get closer to addressing these issues without referencing God or anything supernatural.
If there's a recurring theme in any of these arguments, it's that theists pick and choose which tenets of science they want to embrace (the ones that help prove their claims) and ignore all the rest as if they don't exist. These theories are part of a complex interconnected system. It's intellectually dishonest and unethical to ignore evidence that counters your supernatural claims. The First Cause Argument ignores huge amounts of contradictory evidence, as do many of the arguments herein.