For us as Christians, the Scriptural perspective of the existence of God is that He has always existed. The first line in the Bible makes this declaration that "In the beginning, God created the heaven and the earth."(Gen. 1:1) It is a given belief that God is eternal, infinite, and that He was there in the beginning.
In Exodus, the Lord names Himself as I AM. Basically saying that He is. He exists.
As David praised God, he said these inspired words, speaking about His divine nature, recorded in Psalm 90:2: "Before the mountains were born or you brought forth the earth and the world, from everlasting to everlasting you are God."
In the New Testament, the apostle Paul writes this in Romans 1:20: 'For since the creation of the world, God's invisible qualities — his eternal power and divine nature — have been clearly seen, being understood from what has been made, so that men are without excuse.' Not only does this passage speak about God's glory being evident from the very beginning, but He has given us the understanding about knowing His characteristics throughout creation and reasoning.
Even through philosophy, we can see that it is believable that God has existed right from the beginning of all things. Using the causation principle, we can see that things do not come out of nothing; everything has a cause, right? One might be led to believe that if this is true, then God Himself had a cause or was caused by something else. But this is faulty thinking because but if God needed a cause, then God would not be God, since it would have needed someone or something greater than He is to create Him. God by definition is the 'First Cause' and out of Him, all things were created (caused).
This original question does not really apply to God by definition of the nature of God. It’s a false assumption that God had to have come from somewhere; He is in a totally different category. Asking 'where did God come from?' is similar to asking what does purple smell like? Because purple is not in the category of things that have odour, so the question is flawed. In the same way, God is not in the category of things that are created, or come into existence, or are caused. God is uncaused and uncreated - He simply exists.
How do we know this? Well, it is widely accepted, even by atheists, that there was a time in which the universe did not exist and then a time when it started, either by God or the Big Bang Theory. If there was ever a time when there was absolutely nothing in existence, then nothing would have ever come to exist. (Nothing comes out of nothing :P) But things do exist. Therefore, since there could never have been absolutely nothing, something or someone had to have always been existing and was not itself caused by anything else. We attribute this to the very nature of God. By definition, as we have said, God is the 'First Cause', and therefore eternal—not needing any cause.
For more on this, read up on some apologetics books or literature by Christian philosophers like C.S. Lewis or Alvin Plantinga.
[Answered by Jon, created by the Uncreated One]
