The big bang theory is one of the most important theories in astronomy. The basics of this theory are fairly simple. All current and past matter in the universe came into existence at the same time. At some point, about 13.7 billion years ago, all matter was compacted into a very small ball with infinite density, and intense heat called a singularity. That singularity suddenly began to expand and the universe came into being.
In other words, the big bang was the beginning of everything.
The big bang theory actually is not the only model that tries to explain the origins of our universe. Several other theories exist, but the big bang is the most popular and well known.