It's called a loaded question. http://www.fallacyfiles.org/loadques.html

I invented a logic that can deal with questions and answers. It allows one to formalize questions with an adequately expanded predicate logic. Here's a formalization of the question:

(∃x)(∃t1)(∃t2)(BBHappenedAt[t1]∧HappenedAt[x,t2]∧Before[t2,t1])∧(x=?)

English: There is a thing, x, there are two points of time, t1 and t2, big bang happened at time t1, and x happened at time t2, and t2 is before t1, and what is x?

But if the empirical claim holds, which it does AFAIK, that BB was the first event, i.e. no prior events, then the question is false. Whatever has a false implication is itself false, or whatever is inconsistent with a truth is false.

I know a lot of physics students and some of them teach high school physics for money, and I asked them how they deal with the question. One of them said that he just gives them an analogy, it goes like this:

What is north of the north pole?

Formalized:

(∃x)(IsNorthOf[x,n])∧(x=?)

n = north pole

EN: There is a location such that it is north of the north pole, and what is it?

but we know that there is nothing north of the north pole. Because per definition it is the northernmost spot, i.e.:

(∃x)¬(∃y)(IsNorthOf[y,x]∧x=n)

EN: There is a location, x, and there isn't a location, y, such that y is north of x, and x is identical to the north pole. That is the definition formally speaking.

The question then is similarly false, because it has a false implication, or equivalently, is inconsistent with a truth (in this case a necessary truth, not a contingent).

Hope this helps with similar questions, e.g. "Why is there something rather than nothing?" (implying there is a reason/explanation, which I see no reason to accept).