The idea of God always existing

[Undeceived]

Why does it require a cause?
Every system tends naturally to a state of maximum entropy. No cause necessary.

You have to start with something. For molecules to become more disorderly over time, there must first be ordered molecules--one concentrated, unpolluted mass of energy. Without matter, there is nothing on which to measure entropy. To say entropy exists without time and matter is like saying momentum exists without an object--it's impossible. Entropy is a ruler drawn over the already physical universe. So how does that physical universe come to be?
Illustration:


Where do we get the bricks?

Infinity is not a natural concept? How so?

Unofficial, but good explanation:
http://www.thekeyboard.org.uk/What%20is%20infinity.htm
Infinity is not natural because it cannot be observed. If you focus at the farthest star, for example, how do you know there isn't another one beyond it? And if you find nothingness beyond, you know the stars have bounds and are not infinite. In a closed system, everything theoretically has limits, we just don't know what they are. But regardless, if entropy trails back into infinity on the timeline, part of it will not be in our universe--that part is supernatural.

Another potential issue is that of change into infinity. All changes require causes. If entropy increases perpetually, there is a constant chain of reactions with no apparent initial action. Infinite regress. That is why most scientists agree that for an object to be eternal, it must be unchanging. Things that change eventually break down.