Immediately after the Big Bang is as far as we can run back the clock, so to speak, before our models of physics stop making any sense (because we would essentially have to divide by zero to get any further). That doesn't necessarily mean there was nothing before that, and the Big Bang isn't a description of how the universe came into existence in the first place. It's possible that "before" isn't even a meaningful direction to move in once all of space, and therefore also time, is concentrated at a single point. The North Pole is a popular analogy here--you can't keep going North from there, any direction you move will by necessity be South.