For a number of reasons — including perhaps a desire to feel that we have a complete understanding of where we came from, or at least an understanding which is completely sufficient for all of our purposes — there is a strong tendency to suppose that an infinite regress of causes and effects is impossible. We see this for instance in the writings of Aristotle on a first mover. Traditionally in Greco-Roman influenced philosophy, this prime mover has been identified with the notion of a creator god. A more modern formulation comes from the Big Bang theory, which (although we study the question) happened for no reason that we know of; and perhaps occurred for no reason at all. Indeed, if time is a property of the universe, a good argument can be made that there is no such thing as "before" the Big Bang.
At the same time, we have gotten a lot of leverage in science from the ideas that everything happens for a reason, i.e. because it is caused by something else. This is sometimes described as the Principle of Sufficient Reason. Aristotle also applies this idea, except that the first mover is made an exception, something which exists literally for no reason. Indeed, the emotionally negative way that "no reason" is used in common speech, as something groundless and irrational, indicates how widespread the feeling is that the idea of uncaused events is deeply dissatisfying.
Almost all of our modes of critical thinking are infused with both of these ideas: that we may work from first principles, a definite starting point, counting up from zero (or one, historically); but also that we may trace the causes of things to some point, and then later ask how that starting point came to be. But the two ideas are themselves in conflict.
Which is true — that infinite causal chains are impossible? Or that they are necessary? Or are they perhaps possible without being necessary?