The problem comes from the fact that the affirmation that Christianity makes is being misstated, either by Christians themselves, or by Atheists misunderstanding the Christian position. Traditionally, the argument is not “Everything needs to come from something” but “everything that changes, is composite, and has its principle of being external to itself needs an origin of its change, composition, and being.” Something that is simple, non-composite, and that does not change, does not need explanation. But of course, this means not only that it is not composite in substance, but not composite in substance and principle of being. The Universe is none of these things.
The universe is something made up of many different things, all of which are constantly in motion and changing. Now this itself demands explanation and origin. But as well, the universe is composite not only in substance (the things that make it up) but in its principle of existence, meaning that the fact that the universe exists is not identical with its actual existence. Or put another way, the manner in which the universe exists is not identical with the universe itself. In layman’s terms, this means that there are things about the universe that are true that are not identifiable with the universe itself, such as the laws of nature. Whatever causes atoms to interact in a certain way is not the same thing as the atoms interacting. Observable science identifies them because observable science cannot get at the rules that govern the universe, the actual nature of the universe. It is something like a scientist in a video game trying to understand why things move a certain way. She can do experiment after experiment, but the principle of the rules of her world is not identifiable with the entities in her world. They are somewhere else.
If this doesn’t sound like science, that’s because it isn’t, it’s logic. Science can tell us that bodies move a particular way, but it can never tell us why in the true sense of the word. It can explain more and more about the factors involved and how they interact with each other, but it can never tell us why they all, at the very bottom, work they way they do. This is one of the reasons why we argue that there must be a God, because no matter how many dimensions there are, no matter how many universes there might be, the whole system is in need of explanation.
Thus, a universe that is composite, changing, and having its principle of being outside of itself, demands explanation. Something simple, immutable, and having its principle of being within it does not require explanation.
So now that we’ve stated the actual Christian affirmation correctly, we can reframe the atheist question: Why does something that is simple, immutable, and having its own principle of being within itself not need explanation while something that is composite, mutable, and having its principle of being outside itself does?
When put this way, the question is actually rather easy to answer. A changing thing must exist in some kind of time. Time forms a larger environment for the changing thing, and immediately creates ontological questions of relation between two different environments and their principle of mutual interaction. How are time and space related to each other? Here I am not specifically talking about Space-Time as argued by Einstein, though even that requires relational explanation.
Composite elements require explanation also on a ground of mutual interaction. What causes disparate elements to exist in a relationship so that they can interact with each other? What causes the differentiation between elements and their environment so that they have a mutually shared reality in which they can affect each other?
Finally, things that do not have their own principle of being within themselves require explanation because, simply, if they do not have their principle of being in themselves, it must be in something else and the two are clearly related in some way. They are either in the relationship of creator and creature, or they are both creatures in a created relationship. Then the relationship itself has its principle of being outside of itself, and requires further explanation.
A simple, unchanging, being which has the principle of its own being within itself is not in need of an origin or explanation, as there are no contingencies that need to be explained. There are not multiple objects that are in relationship to each other, whose relationship needs to be explained. There is not change which requires an external environment of time that needs explanation. The principle of being is the thing itself, thus no external object needs to be found to define that principle of being. Thus, it is because we believe God to be simple, not composite, and having a principle we call Aseity, that we believe that God and the Universe are in different categories when it comes to the question of origin and creation.