The Big Bang theory is an effort to explain what happened at the very beginning of our universe. Discoveries in astronomy and physics have shown beyond a reasonable doubt that our universe did in fact have a beginning. Prior to that moment there was nothing; during and after that moment there was something: our universe. The big bang theory is an effort to explain what happened during and after that moment.
According to the standard theory, our universe sprang into existence as "singularity" around 13.7 billion years ago. What is a "singularity" and where does it come from? Well, to be honest, we don't know for sure. Singularities are zones which defy our current understanding of physics. They are thought to exist at the core of "black holes." Black holes are areas of intense gravitational pressure. The pressure is thought to be so intense that finite matter is actually squished into infinite density (a mathematical concept which truly boggles the mind). These zones of infinite density are called "singularities." Our universe is thought to have begun as an infinitesimally small, infinitely hot, infinitely dense, something - a singularity. Where did it come from? We don't know. Why did it appear? We don't know.
After its initial appearance, it apparently inflated (the "Big Bang"), expanded and cooled, going from very, very small and very, very hot, to the size and temperature of our current universe. It continues to expand and cool to this day and we are inside of it: incredible creatures living on a unique planet, circling a beautiful star clustered together with several hundred billion other stars in a galaxy soaring through the cosmos, all of which is inside of an expanding universe that began as an infinitesimal singularity which appeared out of nowhere for reasons unknown. This is the Big Bang theory.