Thus, the New Atheists’ favorite argument turns out to be just a version of the old argument from infinite regress: If you try to explain the existence of the universe by asserting God created it, you have solved nothing because then you are obliged to say where God came from, and so on ad infinitum, one turtle after another, all the way down. This is a line of attack with a long pedigree, admittedly. John Stuart Mill learned it at his father’s knee. Bertrand Russell thought it more than sufficient to put paid to the whole God issue once and for all. Dennett thinks it as unanswerable today as when Hume first advanced it—although, as a professed admirer of Hume, he might have noticed that Hume quite explicitly treats it as a formidable objection only to the God of Deism, not to the God of “traditional metaphysics.” In truth, though, there could hardly be a weaker argument. To use a feeble analogy, it is rather like asserting that it is inadequate to say that light is the cause of illumination because one is then obliged to say what it is that illuminates the light, and so on ad infinitum.
David B. Hart. From "Believe it Or Not."