Now for some philosophy. This pesky question always bothered me before I came across Srila Prabhupada's books. Never thought the answer would be so straight forward.
Basically, there's always "something" because "nothing" does not exist. Logically speaking, if "nothing" "existed", it will immediately become "something" because it exists. This answer doesn't do complete justice to the question from the mental platform, because the mind will never accept any satisfactory answer to this question, or indeed any of the philosophical questions.
Modern psychologists generally consider the mind as the very self. However, followers of the Vedas accept the mind as an internal instrument (antahkarana)which accepts and rejects data. The mind is fully dependent on the soul which is the original perceiver of all things. When we say "My mind", we already make a distinction between the 'Self' and the 'Mind'. Not only that, Bhagavad Gita even distinguishes between the mind and the intelligence as being separate subtle material elements. It says:
It is said by the wise that the senses are superior to the sense-objects, the mind is superior to the senses, and the intelligence is superior to the mind. Superior to the intelligence is the individual unit of consciousness.(BG 3.42).
Furthermore, it says:
Knowing the individual unit of consciousness to be superior to the intelligence, steady the mind with the pure intellect of the self and conquer this formidable enemy in the form of lust. (BG 3.43)
The desire to know everything is also a form of lust that arises within the mind. The mind wanders everywhere, whereas intelligence limits it. Out intelligence, based on its platform of logic, accepts the rational conclusion that there’s always “something” because “nothing” does not exist. However, if the mind alone ponders this question without the help of intelligence, it will negate the existence of all “somethings” that ever existed and eventually create the question, “Why do I exist?”, and further question, “Why does the creator exist?”. Pure intelligence curbs the undisciplined nature of the mind by saying, "Stop it right there, else your head will crack!"
The self or the soul is not a material element - rather, it is beyond the confines of time and space. The soul is the living force that activates the material elements that form the body. When the body is destroyed the soul still exists. Krishna says in Bhagavad Gita:
There was never a time, O Arjuna, when I, you, or all the kings assembled here, did not exist. Nor will there be any such time in the future. We are all therefore eternally present." (BG 2.12)
According to this statement, there is always "something" and "nothing" indeed has no room to exist.
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