Now, you could contest the Big Bang, but from the moment you assume it happened then I don't see nothing absurd in the sentence: "First, when the universe began there was no God"
Because unlike you put it, this is NOT an assumption. If the Universe did had a beginning (and all measurement indicate it did) then this (nothing existed before, not even God) follows directly from the laws of physics.
In fact Dawkins greatest problem when trying to explain people this, is exactly the one I feel when trying to explain other parts to believers. They are ignorant about certain parts of science that make what they are saying impossible, and since it's fairly advanced science, they just refuse to believe it and trying to understand it.
I would welcome to discuss religion with another person from my area (astrophysics) but I've never met an astrophysicist that was religious... I guess because it would be really hard to mix both things.