In my mind, a proper atheist is someone who is skeptical of everything. That is, he wants it proven. Through the scientific method, we have found a largely infallible way of learning new things by suggesting an idea, testing it rigorously, and adjusting our knowledge to reflect the new findings. Bad ideas are always welcome, but if they cannot stand up to the scrutiny of the intellectual community, they crumble under the weight of their untruth and disappear. Where a theist looks at the sky and says, "God has blessed us this day with a gorgeous blue sky," an atheist says, "why is the sky blue?" and endeavors to find out further. There is nothing inherently wrong with not wanting to dig further in, if you're satisfied with your beliefs then that should be enough. However, a skeptical person like myself is not satisfied to stop there, and will go on to read about air particles reflecting the blue frequency in sunlight.
So on to your question: where did it come from? We don't know. Any atheist who claims to have that answer is a bald-faced liar. There is nothing wrong in not knowing--it's swearing by what we know to be untrue when things get sticky. As Thomas Jefferson said, "Ignorance is preferable to error, and he is less remote from the truth who believes nothing than he who believes what is wrong." That very easily sums up the ease with which atheists dismiss religion.
The most popular theories say something like this: it is believed that all the matter (atoms) in the universe have always existed in one way, shape or form. For instance, if you burn a scrap of weed, you do not destroy it--you simply change its form to that of smoke. Those atoms will continue to float on through the air, perhaps landing somewhere and remaining as flecks of dust for decades or centuries before being blown someplace else to perhaps get lost in dirt and then absorbed into another plant. But the atoms will always exist, you see?
The Big Bang idea, basically, suggests that at one point all that matter was floating around in a very hot and gassy space until something (we don't know what) combusted and created a massive explosion. It suggests that all the matter was sent hurtling outward (an idea which draws from our current maps of space which accurately depict that our galaxies are actually getting farther away from one initial place).
Another idea applies the concept of a singularity in space where the matter and anti-matter (something else we know exists) were about even...ergo, if an anti-particle and a particle in space were to touch, they would eliminate each other, ceasing to exist. At some point there would have to have been an unbalance in the favor of matter (something we are trying to explain through the research of people like those fellas with the big atom-smashing Hadron Collider) which would have led to the big bang favoring matter over anti-matter.
There's also a lot of dark matter out in space (actually, most matter in space is dark matter) which we are still as-of-yet unable to even see due to its ridiculous darkness. Crazy, right?
In short, we atheists don't have the answers. But unlike theists, we have not settled on an explanation which cannot be proven. We continue to trek forward, trying to find new explanations which fit perfectly into the existing jig-saw puzzle of known scientific facts.
There's no reason for theists and atheists not to get along. Unfortunately, many modern religions demand evangelism and the recruitment of new member which bothers atheists. Similarly, there are know-it-alls who are so satisfied by proving other people wrong that they get smug in their atheism, and sit around trying to treat theists like children. I think everyone could use a little growing up.