First order logic, set theory and God

[Belacqua]

If regressive cause is the true state of affairs....it simply can't provide us with the terminus of conclusion we so desperately seek.

What argument do you use to prove that the true state of affairs must be an infinite regress? 

It may be true that people want to find a first cause just because they don't like infinite regress.

But it may be that you want an infinite regress just because you don't want a first cause. I mean, you come across as someone who really doesn't like the idea. 

I don't know what's true, so I'm happy to listen to real arguments.