We can't see back to the big bang and the gap between what we can see and can't, however small to us, is where physicists and astronomer types who are religious sometimes choose to put their god so they can crack on with their work.
It's also fundamental to understand that science has never proven anything and doesn't claim to have done, only mathematics claims proofs. The scientific method is set up so that it doesn't rely on belief and is a snapshot based on the current knowledge and observations and experimentation. The big bang is just the most widely accepted theory of the origin of the universe but there were, are, and will be other theories that make it less sound.
Them gods with monkey faces and loads of arms are the bollocks though, make good posters as well.