The Book of Faith (Kitab Al-Iman)
Muslim :: Book 1 : Hadith 246
It is narrated on the authority of Abu Huraira that the Apostle of Allah (may peace be upon him) observed: People will constantly ask you questions pertaining to knowledge till they would say: Allah created us, but who created Allah? he (the narrator) says: he (Abu Huraira) was (at the time of narrating this hadith) catching hold of the hand of a man and he said: Allah and the Messenger told the truth. Two persons have already put me this question, and this is the third one, or he said: One man has put me this question and he is the second one.