--"If everything is cause and effect, then where did the first cause come from?"--

There is no first cause. It's all happening at once. It's beyond what we think of as "time". It's simultaneous. But you can't see that when you appear to be stuck at one teeny little spot on the timeline, only because that's where your consciousness is now focusing itself.

You are the central character in the dream you are dreaming. In the dream there appears to be a stream of causes and effects, so naturally you look for the first cause. You aren't ever going to find it.