Prior to that moment there was nothing; during and after that moment there was something: our universe. The big bang theory is an effort to explain what happened during and after that moment.
According to the standard theory, our universe sprang into existence as "singularity" around 13.7 billion years ago. What is a "singularity" and where does it come from? Well, to be honest, we don't know for sure. Singularities are zones which defy our current understanding of physics. They are thought to exist at the core of "black holes." Black holes are areas of intense gravitational pressure. The pressure is thought to be so intense that finite matter is actually squished into infinite density (a mathematical concept which truly boggles the mind). These zones of infinite density are called "singularities." Our universe is thought to have begun as an infinitesimally small, infinitely hot, infinitely dense, something - a singularity. Where did it come from? We don't know. Why did it appear? We don't know.
