Everything we can observe in this universe has a cause and effect. The first cause is God.
The problem is that "the first cause is God" is not based on anything. It is perfectly fine to ask "If everything has a cause, then what caused God?".
Then there's two options. One is that it's "turtles all the way down" - God1 caused God. And God2 caused God1. And that goes on, forever.
The other option is "God caused himself". Which is similar to being "the first cause", but here's the difference: at that point, we have admitted an exception to the "everything has a cause" rule, which is that "some things can cause themselves". At which point one might as well make that decision earlier and conclude "The Universe Created Itself", not needing God at all.