If God made everything, who made God?
Here's an illustration. Imagine you need to borrow something rare, like a $2 bill. You ask the first person in line, "Can I borrow a $2 bill?" And that person doesn’t have it. So you say, "Can you borrow it from the next person in line and give it to me when you get it?" So she asks the second person in line: can I borrow a $2 bill? That person doesn't have it. The same instruction is given - so the second person asks the 3rd person in line, "Can I borrow a $2 bill?" And so on and so forth down this line of unknown length. Now, if no one has it in the entire line, and if the line was infinitely long, then that's infinite regression. They will keep asking to borrow forever, and you would never get the $2 bill. But let say: after some unknown time, the first person hands you the $2 bill and says, "Hey! I got it!" Now, what do you know for sure? You don't know who, but you know that someone in that line actually had a $2 bill that he didn't have to borrow. If everybody had to borrow, then you could never actually get one! That's why we know that we're not in an infinite regression: for anything to exist there eventually needs to be a cause that doesn't "borrow" its existence from a previous cause. We know that there must be an "uncaused cause", which didn't have to be made by something else -- whether it's a transcendent cause (i.e. God) or the universe itself, whether by that we mean the visible universe or a multiverse proposed by the brane theory or string theory.
So the question actually cuts both ways, because you could always ask, what made the multiverse? And what made the thing that made that? And we're back in an infinite regression all over again. So atheists and theists alike have to propose something that simply exists as a part of its nature, something that has self-existence.