@Bhaktajan,
We do
not necessarily have something out of nothing. It's possible that there "was never nothing, and there was no origin at all".
Many models of the universe posit an eternal universe, or an eternal
system of universes (a multiverse). This means that something caused the Big Bang, and before that time goes backwards into infinity the same way we imagine it going forwards forever.
This is certainly not proven, but it makes a very direct kind of sense. As you say, "science has proven that something cannot come out of nothing." This refers to the law of conservation, which says matter and energy cannot be created (or destroyed).