Before the Big Bang was (theoretically) this tiny, infinitely hot and dense ball of matter that existed prior to the existence of time. Then all of a sudden, kablooey goes the ball and the universe was created! Particles flew at hyper-speeds and evolved into more complex particles called atoms, etc.
How this ball of near-infinite energy was created before the explosion may possibly have happened because of the daughter-universe theory before our universe happened: there may have been another universe that "birthed" ours. Another theory is that time and the universe doesn't have a beginning or an end.
The series of theories goes on and on, but you can get the idea, right?