A question often asked and generally not very well answered. The question itself though is faulty and that's why it's not easy to answer.
Asking where God came from is, as someone once noted, "like reading Jules Verne novels and then asking where Jules is to be found in his books".
He isn't "there" per se. His books are not him.
Besides, since, by definition, God created the whole time/space universe, He cannot "come from" "anywhere" since the "where" of space-limited human reference point did not exist until He made it!
That's what transcendence is all about. That's what self-existence is all about.
God does not "come" from or "go" to anywhere since He is also, by definition, omnipresent. He just is.
An omnipresent being can neither go nor come, as we understand those movements, since he must be everywhere at once. Something like what Jonathan Livingston Seagull learned - "absolute speed is being there".