This paper discusses the first cause argument or proof of God's existence as related by Demea in Part IX of David Hume's Dialogues Concerning Natural Religion.
The first cause argument goes back at least as far as Aristotle and some of the earlier Greek philosophers. This argument holds that one event is the consequence of another, the other by a third, and so on. However, if we ask for a cause of the whole, we are driven again to a First Cause or to the Creator, who must Himself be uncaused. There must be something which stimulates motion, and this something must itself be unmoved, with the qualities of being eternal and having substance and actuality.
Much later, Thomas Aquinas presented the first cause argument in this way: Everything that occurs has a cause, and this cause in turn has a cause, and so on in a series which must either be infinite or have its beginning point in a First Cause. Aquinas leaves out the possibility of an infinite regress of causes. He finally arrives at the concept that there must be a First Cause, which we consider to be God. Thus, Demea in Hume's Dialogues, presents his reasons for believing in the first cause argument for God.
Demea presents his proof of God to Cleanthes and Philo in this manner: "Whatever exists must have a cause or reason of its existence, it being absolutely impossible for anything to produce itself or be the cause of its own existence. In mounting up, therefore, from effects to causes, we must either go on in tracing an infinite succession, without any ultimate cause at all, or must at last have recourse to some ultimate cause that is necessarily existent: Now, that the first supposition is absurd may be thus proved. In the infinite chain or succession of causes and effects, each single effect is determined to exist by the power and efficacy of that cause which immediately preceded; but the whole eternal chain or succession, taken together, is not determined ...