Hi Shaz,
The idea that there must be a first cause (God) who set the universe in motion was first put forward by Aristotle. He called the first cause the unmoved mover. Aristotle saw movement in the world and reasoned that movement is caused by a sequence of events. It is possible to say that something always is the cause of something else.
In order to avoid an infinite series of events it seems that any series of events must have a first cause. In other words, someone or something must have caused the first movement.
This idea was taken up by Christian philosophers such as St. Thomas who formulated what came to be known as the cosmological argument. This argument demonstrates the existence of God as the first cause.
From my point of view I think the cosmological argument is a good one but there are many others who don't. Hume and Kant were critical of the argument and their reasons set the argument back in modern times.
You question regarding who caused God is a good one from a philosophical point of view. As I said before, I accept the cosmological argument, but that is just me.
Hume would agree with you and say that there is no reason to think that causation is true. We can conceive of effects without conceiving of them being caused. Science can also show there are events which don't appear to have a cause.
The reality is that this topic is subject to hundreds of pages of debate.
Regards
Tut