The nature of Allah, or God, is such that Allah always existed and did not have a creator. However, all (other) things are created and non-eternal. This is why God is sometimes referred to as the "First Cause".

Jews and Christians share this belief.

As for other prominent religions today, I am not sure of their views about the nature of ultimate divinity, but it would be an interesting conversation topic. 

Infinity can be difficult for the mind to grasp. However, the idea that God existed eternally is not more difficult to grasp than the idea that the universe existed eternally without a creator, which is held by some atheists.