Well, the idea of infinity by itself is not a problem, and in fact it's very helpful to think about. For example, infinite series of numbers is a useful concept in mathematics. Maybe that's where you're getting the idea that an infinite number of causes is possible. But it runs into problems., one of which is the one I mentioned above, if each cause is "borrowing" its existence from the previous cause, infinitely, then none of them really has that creative power and nothing could exist. Remember, for you to have a $2 bill, somebody had to have it! Not everybody can borrow.
Another problem is that if there were an infinite number of past events, that means in order to get here, we must have successfully traversed an infinite number of events. But that's impossible, because we could never successfully count to infinity.
If you want to know more about that, there is an argument called the Kalam Cosmological Argument where you can learn more about this.