Where have God come from and why?

Q: Where did God come from and why? Where did his power come from? Why did he create a world in which there is only sorrow?

ALOKDA: The Divine is called as swayambhu (Self-born) because He/She is the Origin of all origins. It is a way of saying that He is a self existent Reality. There is no why to it except that for the purpose of the manifestation He makes himself somewhat tangible even though in the last analysis Unknowable.
Why manifestation? Well because the Delight of the Divine, the Consciousness of the Divine, the infinity of the Divine seeks to express Itself as a poet expresses what is within him. Manifestation is impelled by Delight. Pain and pleasure are means to prepare us for receiving and expressing the delight. They are stages of preparation just as a mountaineer impelled with the possibility of joy on climbing the high peaks, must prepare himself through hard training or as a child must train and discipline himself to bring out his deeper possibilities so too creation undergoes suffering as a kind of labour pain to deliver the godlike or divine possibility within us.