At first one might say that it has always been there. However, scientists have discovered that space is expanding all the time, like a balloon. Strangely it seems like all points in space move farther apart all the time. You can try drawing points on an empty balloon with a marker and then ask your dad to inflate it  carefully. You will notice that the points move away from each other when the ball grows bigger.

By calculating backwards it was thought that sometimes, some 14 billion years ago, all material in the universe was one hot and dense mass. Much hotter than the sun. Then came a huge explosion which threw stuff around and at the same moment space and time were created. Little by little material got colder and began to form elements, which formed molecules which, while colliding, began little by little to form clouds, which are then condensed into stars and planets over billions of years.