Our whole universe was in a hot dense state. Then nearly fourteen billion years ago expansion started. Wait... The Earth began to cool. The autotrophs began to drool. Neanderthals developed tools. We built a wall, we built the pyramids. Math, science, history, unraveling the mysteries. That all started with the big bang!
Technically first it was a singularity, or so says one of the competing theories. Basically take all the empty space (including the empty space that makes up 99.99% of atoms) and squish it all down until it makes a super dense singularity. How it pushed back outward is beyond me. Still.. interesting stuff.