The most commonly believed theory on this among scientists is what is known as the "big bang" theory. This idea holds that the universe was created by a huge explosion. The universe, according to this theory, started out very small (its density is described as having been "infinite", exploded, and has been expanding ever since. The most commonly accepted time frame says that this happened something like 13.5 billion years ago.
Of course, no one can say where the material that exploded came from. So if you are looking for the ultimate origin of the universe, science cannot provide an answer.
The universe originated about 10 to 20 billion years back with an event that is called the big bang. The big bang refers to a massive explosion which emerged out of almost nothing. Before the big bang nothing existed in the universe. Immediately after the big bang the universe consisted mainly of strong radiations, which formed a rapidly expanding region called primordial fireball.
Matter of the universe was created a with the cooling of the fireball, which was originally mainly in the form of hydrogen, wit small amount of helium and other light elements. The matter thus formed continued to expand and and thus decrease in density, till large clumps of this matter broke apart. These large clumps of matter became galaxies as gravity slowly condensed this matter. Similarly smaller clumps within the galaxies formed stars. Our solar system is formed out of one such clump of matter within our galaxy.
The origin of the universe was very dense.