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The one question I have always had a problem with is, What happened before the big bang? To me there must have been a prior event that percipitated the BB, every thing has a cause and effect.
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Ahh... Here it starts to really get interesting. Physics at the point of the Big Bang is foreign to us. General Revlativity implies that both space and time came into existence at the moment of the Big Bang, and that previous to that the Universe was a singularity. Hence you cannot talk about a 'before' because time literally started with this event. Quantum principles can help reintroduce causality in some sense, and physicists talk seriously about 'quantum fluctuations' initiating the event, though time itself did not exist as we know it at this point.
The problem with it all is General Rel and Quantum Mech. fail us at this point as they are mutually incompatible. They are not accurate descriptions of the universe in these extreme conditions. A new description is necessary, which is why the search is on for a theory of Quantum Gravity, of which GR and QM will be limiting cases. There are a multitude of candidates for QG.
Also, we have a fair idea of the characteristics of the universe during the BB event, such as what temperatures and pressures were reached, what must have happened afterwards and whatnot, but very little idea of what the BB event actually was. Hawking proposed that it all started with a singularity, but other ideas include collisions of higher dimensional spaces (branes), collapse/rebound theories and so forth!
The basic BB theory has had spectacular successes, but at the same time there are many things that it either cannot explain or are in outright contradiction of it. Also, current theories dealing with things such as dark matter and dark energy are essentially just patch jobs, showing that we still have only the vaguest idea of what is really going on.
Exciting times lie ahead - I love Science!