Soggy:
No, there was nothing. Not even empty space. That's the tough thing to get your brain around. Empty space is part of the universe. Without the universe, there is no empty space. The big bang did not create just the *stuff* in the universe, it created the space that the stuff is contained within, too.
It may clarify this point if you keep in mind what empty space actually is.
Most people (non-quantum-physicists) would assume that empty space is...well...empty. It's just space with nothing there.
This is incorrect.
Empty space is, at the smallest level, a quantum 'foam' of particles coming into existence and vanishing again in an instant. There is a lot going on in empty space. Even in the absence of any radiation energy (light) there is a lot there. Empty space has energy (called the vacuum, or
zero-point energy) that is quite a bit more than zero.
In fact, this zero point energy appears to be causing the rate of the universe expansion to accelerate. So the universe is not just expanding - it is accelerating apart.
We know this energy is there. It has been detected. This is a difficult experiment, however.
Consider this conceptually. It's like trying to detect the air when it surrounds us everywhere. It's also like when you are under water diving, and trying to answer the question "Is there something (water) around me?" Since it's everywhere, it's hard to detect directly. It is much easier to detect things that have a boundary. So at the surface of the water it is easy to point to the air-water boundary and say "There is water, and there is air!"
Well, this zero-point energy is the same thing, but it is EVERYWHERE. There is no boundary, which makes it harder to see. But it's there. It's all around us, and we exist within it.
So, "empty space" is not just empty space, there is a lot going on there. And this empty space also came from the big bang. And before that event, even this empty space didn't exist.