Where did God come from?
LDS often ask this of classical theists (Jews, Christians, and Muslims) who claim that God has always been God, and is the only God there is period. LDS are here assuming that every particular intelligence may become exalted as a God for a particular world. The particular intelligence becomes dependent, not in its existence, but upon a process of exaltation. Among other things, this includes being born to heavenly parents in a pre-mortal life, being sent to a planet to gain a more tangible body, obeying one's Heavenly Father, and being sealed in a temple marriage ceremony. But why should we grant this LDS assumption?
Classical theists need not hold that everything has a cause (if they do claim this, then God has the cause of His existence within Himself). They may simply claim that it is reasonable to hold that whatever comes to be has a cause, and since God never came to be, He doesn't have a cause. So to ask classical theists where God came from is like asking LDS, "Where did intelligence and matter come from?" According to LDS definitions, intelligence and matter are eternal, so they didn't come from anywhere... particularly when there is no God to ground their being (D&C 93:29, 33-5). Similarly, if nothing comes from nothing, and God is that by which all other existence depends, then God didn't come from anywhere or come to be. He always was the Being by which if anything was created, it was because of Him--the First Cause, or in scientific terms, the Big Banger.
R. M. Sivulka